+46.0%
RF vs DD
+70.0%
-23.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -1.4% |
| 7D | +0.3% | +2.2% | -1.9% | -0.9% |
| 30D | +6.2% | +20.7% | -14.5% | -4.4% |
| 3M | -7.8% | +11.3% | -19.2% | -13.5% |
| 6M | +5.9% | +6.0% | 0.0% | +1.5% |
| YTD | +9.0% | +31.7% | -22.7% | -9.0% |
| 1Y | +19.3% | +32.2% | -13.0% | -0.8% |
| 3Y | +116.4% | +92.7% | +23.8% | +35.9% |
| 5Y | +46.0% | +72.1% | -26.1% | +0.5% |
| All | +46.0% | +70.0% | -23.9% | +0.5% |
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