-48.0%
SMR vs DD
+74.8%
-122.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.8% |
| 7D | +1.9% | +3.2% | -1.3% | +0.1% |
| 30D | -21.9% | +20.3% | -42.2% | -31.4% |
| 3M | -47.1% | +8.2% | -55.3% | -49.9% |
| 6M | -60.6% | +3.4% | -64.1% | -61.2% |
| YTD | -63.1% | +30.6% | -93.7% | -68.9% |
| 1Y | -80.4% | +30.6% | -111.1% | -83.5% |
| 3Y | +150.2% | +91.1% | +59.1% | +66.0% |
| All | -48.0% | +74.8% | -122.8% | -67.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling