+439.5%
SN vs DD
+59.6%
+379.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.1% | +1.6% | +2.1% |
| 7D | +7.2% | +4.6% | +2.6% | +3.9% |
| 30D | +20.4% | +11.8% | +8.6% | +12.3% |
| 3M | +23.9% | +2.2% | +21.7% | +21.7% |
| 6M | +93.0% | -1.6% | +94.7% | +92.9% |
| YTD | +99.2% | +23.0% | +76.2% | +72.5% |
| 1Y | +142.6% | +26.9% | +115.7% | +106.2% |
| 3Y | +398.8% | +77.9% | +320.9% | +245.5% |
| All | +439.5% | +59.6% | +379.9% | +270.1% |
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