+589.4%
SE vs DD
+23.7%
+565.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.2% | -1.1% |
| 7D | -6.1% | -3.5% | -2.6% | -4.5% |
| 30D | -2.5% | -10.3% | +7.9% | +2.8% |
| 3M | +21.7% | -7.5% | +29.3% | +26.3% |
| 6M | +27.0% | -8.0% | +35.0% | +31.0% |
| YTD | -12.1% | +10.5% | -22.6% | -17.2% |
| 1Y | -40.9% | +38.3% | -79.2% | -50.5% |
| 3Y | +191.0% | +42.5% | +148.5% | +133.6% |
| 5Y | -68.3% | +60.2% | -128.4% | -75.7% |
| All | +589.4% | +23.7% | +565.7% | +418.4% |
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