+1,407.5%
RF vs DD
+1,069.5%
+338.0%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.8% | +1.7% | -0.1% |
| 7D | -1.6% | +3.1% | -4.7% | -3.6% |
| 30D | +5.0% | +8.7% | -3.7% | -0.1% |
| 3M | -10.0% | -1.2% | -8.8% | -10.0% |
| 6M | +3.3% | -1.1% | +4.4% | +2.4% |
| YTD | +7.9% | +21.7% | -13.7% | -5.4% |
| 1Y | +21.2% | +24.0% | -2.8% | +5.1% |
| 3Y | +105.8% | +75.6% | +30.2% | +42.7% |
| 5Y | +43.7% | +58.2% | -14.4% | +5.0% |
| 10Y | +289.4% | +88.0% | +201.4% | +152.2% |
| All | +1,407.5% | +1,069.5% | +338.0% | +361.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling