-78.0%
SE vs DD
+58.5%
-136.5%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.5% |
| 7D | +2.0% | +4.6% | -2.6% | -1.0% |
| 30D | -20.0% | +11.8% | -31.8% | -25.7% |
| 3M | -31.8% | +2.2% | -33.9% | -33.0% |
| 6M | -15.9% | -1.6% | -14.2% | -16.1% |
| YTD | -40.6% | +23.0% | -63.6% | -49.5% |
| 1Y | -50.7% | +26.9% | -77.6% | -59.0% |
| 3Y | +70.3% | +77.9% | -7.6% | +1.9% |
| All | -78.0% | +58.5% | -136.5% | -85.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling