+365.7%
SE vs DD
+37.7%
+328.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.4% |
| 7D | +2.0% | +4.6% | -2.6% | -0.3% |
| 30D | -20.0% | +11.8% | -31.8% | -24.4% |
| 3M | -31.8% | +2.2% | -33.9% | -32.7% |
| 6M | -15.9% | -1.6% | -14.2% | -16.0% |
| YTD | -40.6% | +23.0% | -63.6% | -47.1% |
| 1Y | -50.7% | +26.9% | -77.6% | -56.8% |
| 3Y | +70.3% | +77.9% | -7.6% | +22.0% |
| 5Y | -78.8% | +59.9% | -138.7% | -84.0% |
| All | +365.7% | +37.7% | +328.0% | +231.2% |
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