+6,268.1%
SO vs DD
+1,082.4%
+5,185.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.2% |
| 7D | -1.5% | +4.6% | -6.1% | -2.2% |
| 30D | +8.1% | +11.8% | -3.7% | +6.2% |
| 3M | +0.2% | +2.2% | -1.9% | -0.3% |
| 6M | +0.4% | -1.6% | +2.0% | +0.3% |
| YTD | +8.5% | +23.0% | -14.5% | +4.4% |
| 1Y | +4.9% | +26.9% | -22.0% | +0.5% |
| 3Y | +47.9% | +77.9% | -30.0% | +32.4% |
| 5Y | +75.7% | +59.9% | +15.8% | +58.1% |
| 10Y | +178.0% | +90.1% | +87.9% | +132.3% |
| All | +6,268.1% | +1,082.4% | +5,185.7% | +3,713.2% |
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