+37.6%
S vs DD
+30.9%
+6.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.6% |
| 7D | +1.2% | +3.2% | -2.0% | +0.6% |
| 30D | -7.3% | +20.3% | -27.6% | -9.6% |
| 3M | +5.9% | +8.2% | -2.3% | +4.7% |
| 6M | +45.6% | +3.4% | +42.2% | +44.8% |
| YTD | +58.5% | +30.6% | +27.9% | +50.9% |
| 1Y | +37.6% | +30.6% | +7.0% | +31.0% |
| All | +37.6% | +30.9% | +6.7% | +31.0% |
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 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