+44.4%
SITM vs DD
+49.3%
-4.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -1.8% | -7.6% | -8.4% |
| 7D | -19.5% | +8.7% | -28.2% | -22.7% |
| 30D | -43.2% | +15.3% | -58.5% | -47.0% |
| 3M | -30.8% | +5.9% | -36.8% | -33.4% |
| 6M | -28.6% | +11.6% | -40.2% | -33.5% |
| YTD | +14.2% | +26.5% | -12.4% | +6.1% |
| 1Y | +44.4% | +35.4% | +9.0% | +35.0% |
| All | +44.4% | +49.3% | -4.9% | +35.0% |
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