+36.3%
S vs DD
+33.0%
+3.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.6% |
| 7D | +1.4% | +2.2% | -0.8% | +0.8% |
| 30D | -10.8% | +20.7% | -31.5% | -13.1% |
| 3M | +5.4% | +11.3% | -5.9% | +3.8% |
| 6M | +41.2% | +6.0% | +35.3% | +39.8% |
| YTD | +56.2% | +31.7% | +24.5% | +48.4% |
| 1Y | +36.3% | +32.2% | +4.1% | +29.7% |
| All | +36.3% | +33.0% | +3.3% | +29.7% |
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