-67.0%
SE vs DD
+61.7%
-128.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.2% |
| 7D | +0.6% | -0.6% | +1.2% | +1.0% |
| 30D | -0.1% | -7.4% | +7.3% | +4.9% |
| 3M | +34.1% | -6.4% | +40.6% | +39.5% |
| 6M | +23.2% | -2.5% | +25.7% | +23.4% |
| YTD | -11.2% | +10.2% | -21.4% | -18.3% |
| 1Y | -40.5% | +36.9% | -77.5% | -53.2% |
| 3Y | +196.3% | +47.0% | +149.3% | +109.4% |
| 5Y | -67.0% | +63.1% | -130.2% | -77.6% |
| All | -67.0% | +61.7% | -128.8% | -77.6% |
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 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