-48.8%
S vs DD
+67.6%
-116.4%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.1% |
| 7D | -13.4% | +4.6% | -18.1% | -15.4% |
| 30D | -14.0% | +11.8% | -25.8% | -18.4% |
| 3M | +4.9% | +2.2% | +2.7% | +3.5% |
| 6M | +42.0% | -1.6% | +43.6% | +41.8% |
| YTD | +45.1% | +23.0% | +22.1% | +27.6% |
| 1Y | +33.1% | +26.9% | +6.1% | +14.8% |
| 3Y | +40.6% | +77.9% | -37.3% | -3.5% |
| 5Y | -67.5% | +59.9% | -127.4% | -77.7% |
| All | -48.8% | +67.6% | -116.4% | -65.6% |
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