-3.6%
SMR vs DD
+47.8%
-51.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.8% |
| 7D | +4.4% | -3.5% | +7.9% | +7.0% |
| 30D | +3.4% | -10.3% | +13.7% | +11.6% |
| 3M | -19.2% | -7.5% | -11.6% | -14.1% |
| 6M | -22.6% | -8.0% | -14.6% | -17.3% |
| YTD | -31.5% | +10.5% | -42.0% | -35.2% |
| 1Y | -73.1% | +38.3% | -111.4% | -78.1% |
| 3Y | +55.0% | +42.5% | +12.5% | +22.6% |
| All | -3.6% | +47.8% | -51.4% | -32.7% |
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 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