+2,684.0%
SNDK vs DD
+41.5%
+2,642.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +0.4% | +11.5% | +11.6% |
| 7D | +17.2% | -3.5% | +20.7% | +21.3% |
| 30D | +28.8% | -10.3% | +39.2% | +43.4% |
| 3M | -1.1% | -7.5% | +6.4% | +7.2% |
| 6M | +190.5% | -8.0% | +198.5% | +216.3% |
| YTD | +633.0% | +10.5% | +622.5% | +532.5% |
| 1Y | +2,684.0% | +38.3% | +2,645.7% | +1,767.6% |
| All | +2,684.0% | +41.5% | +2,642.5% | +1,767.6% |
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