+5,976.4%
SO vs DD
+961.9%
+5,014.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.8% |
| 7D | -0.2% | -3.5% | +3.4% | +0.4% |
| 30D | -4.6% | -10.3% | +5.7% | -3.0% |
| 3M | -3.0% | -7.5% | +4.5% | -2.1% |
| 6M | -8.3% | -8.0% | -0.2% | -7.5% |
| YTD | +3.5% | +10.5% | -6.9% | +1.4% |
| 1Y | -0.9% | +38.3% | -39.2% | -6.5% |
| 3Y | +45.4% | +42.5% | +2.9% | +34.6% |
| 5Y | +59.6% | +60.2% | -0.6% | +43.5% |
| 10Y | +156.6% | +68.9% | +87.7% | +118.5% |
| All | +5,976.4% | +961.9% | +5,014.5% | +3,601.9% |
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