+6,352.9%
SO vs DD
+1,151.9%
+5,201.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.9% | -4.6% | +0.5% |
| 7D | -1.1% | +9.8% | -10.9% | -2.6% |
| 30D | +8.6% | +19.3% | -10.8% | +5.6% |
| 3M | +1.8% | +9.4% | -7.6% | +0.3% |
| 6M | +3.6% | +4.8% | -1.2% | +2.5% |
| YTD | +9.9% | +30.2% | -20.3% | +4.9% |
| 1Y | +5.7% | +32.2% | -26.5% | +0.6% |
| 3Y | +52.5% | +93.1% | -40.6% | +34.8% |
| 5Y | +77.3% | +68.0% | +9.3% | +58.4% |
| 10Y | +186.8% | +98.5% | +88.3% | +138.1% |
| All | +6,352.9% | +1,151.9% | +5,201.0% | +3,730.7% |
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