+42.1%
RF vs DD
+58.5%
-16.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.4% | -0.9% |
| 7D | -0.9% | +4.6% | -5.5% | -3.6% |
| 30D | +6.0% | +11.8% | -5.7% | -0.5% |
| 3M | -8.9% | +2.2% | -11.1% | -10.5% |
| 6M | +2.3% | -1.6% | +4.0% | +2.0% |
| YTD | +7.6% | +23.0% | -15.4% | -6.9% |
| 1Y | +21.2% | +26.9% | -5.8% | +2.9% |
| 3Y | +108.5% | +77.9% | +30.6% | +37.0% |
| All | +42.1% | +58.5% | -16.4% | +1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded DD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling