-43.6%
SE vs DD
+33.7%
-77.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.6% | -1.5% | -3.2% |
| 7D | -3.6% | -3.8% | +0.1% | -2.3% |
| 30D | -5.3% | -9.2% | +3.9% | -2.0% |
| 3M | +28.1% | -9.0% | +37.1% | +32.2% |
| 6M | +20.7% | -5.0% | +25.6% | +21.5% |
| YTD | -14.8% | +7.4% | -22.2% | -16.9% |
| 1Y | -43.6% | +35.1% | -78.7% | -48.3% |
| All | -43.6% | +33.7% | -77.2% | -48.3% |
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