+8.1%
S vs DD
+33.7%
-25.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.6% | +2.6% | +0.4% |
| 7D | -1.2% | -3.8% | +2.5% | -0.7% |
| 30D | -12.6% | -9.2% | -3.3% | -11.5% |
| 3M | +27.6% | -9.0% | +36.6% | +29.0% |
| 6M | +35.5% | -5.0% | +40.4% | +35.3% |
| YTD | +29.6% | +7.4% | +22.2% | +27.5% |
| 1Y | +8.1% | +35.1% | -27.0% | +1.1% |
| All | +8.1% | +33.7% | -25.5% | +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