+1,514.2%
RF vs DD
+961.9%
+552.3%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.4% | -0.3% |
| 7D | +1.3% | -3.5% | +4.8% | +3.3% |
| 30D | -3.6% | -10.3% | +6.7% | +2.1% |
| 3M | +8.1% | -7.5% | +15.6% | +12.1% |
| 6M | +11.5% | -8.0% | +19.5% | +15.0% |
| YTD | +15.6% | +10.5% | +5.1% | +7.4% |
| 1Y | +15.7% | +38.3% | -22.6% | -5.7% |
| 3Y | +86.9% | +42.5% | +44.4% | +45.8% |
| 5Y | +89.8% | +60.2% | +29.6% | +38.1% |
| 10Y | +344.7% | +68.9% | +275.8% | +206.8% |
| All | +1,514.2% | +961.9% | +552.3% | +423.1% |
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