-85.6%
SMR vs DD
+49.3%
-134.9%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.8% | -2.7% | -2.7% |
| 7D | -9.5% | +8.7% | -18.2% | -17.2% |
| 30D | -33.2% | +15.3% | -48.5% | -42.4% |
| 3M | -45.9% | +5.9% | -51.9% | -49.2% |
| 6M | -57.9% | +11.6% | -69.5% | -61.7% |
| YTD | -63.8% | +26.5% | -90.3% | -74.3% |
| 1Y | -85.6% | +35.4% | -121.0% | -90.6% |
| All | -85.6% | +49.3% | -134.9% | -90.6% |
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 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