-48.0%
SE vs DD
+30.9%
-78.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.8% | -2.8% | -3.4% |
| 7D | -7.7% | +3.2% | -11.0% | -8.7% |
| 30D | -22.8% | +20.3% | -43.1% | -27.6% |
| 3M | -43.7% | +8.2% | -51.9% | -45.0% |
| 6M | -12.8% | +3.4% | -16.2% | -13.7% |
| YTD | -42.0% | +30.6% | -72.6% | -48.3% |
| 1Y | -48.0% | +30.6% | -78.7% | -53.7% |
| All | -48.0% | +30.9% | -78.9% | -53.7% |
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