+9.5%
S vs DD
+41.5%
-32.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | +0.1% | +0.4% |
| 7D | -7.7% | -3.5% | -4.2% | -7.3% |
| 30D | -5.3% | -10.3% | +5.0% | -4.1% |
| 3M | +20.3% | -7.5% | +27.8% | +21.4% |
| 6M | +47.4% | -8.0% | +55.4% | +48.6% |
| YTD | +32.5% | +10.5% | +22.1% | +29.5% |
| 1Y | +9.5% | +38.3% | -28.7% | +1.1% |
| All | +9.5% | +41.5% | -32.0% | +1.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling