+4,608.4%
SITM vs DD
+81.8%
+4,526.6%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.4% | +6.2% | +6.2% |
| 7D | +9.7% | -3.5% | +13.2% | +13.2% |
| 30D | +12.7% | -10.3% | +23.0% | +23.4% |
| 3M | -13.4% | -7.5% | -5.9% | -8.1% |
| 6M | +59.6% | -8.0% | +67.6% | +70.4% |
| YTD | +73.3% | +10.5% | +62.8% | +54.0% |
| 1Y | +165.5% | +38.3% | +127.3% | +89.8% |
| 3Y | +368.7% | +42.5% | +326.2% | +228.1% |
| 5Y | +172.5% | +60.2% | +112.3% | +74.8% |
| All | +4,608.4% | +81.8% | +4,526.6% | +2,499.2% |
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