+231.7%
SPOT vs DD
+42.2%
+189.6%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.6% | +1.5% | -0.6% |
| 7D | -6.5% | -3.8% | -2.7% | -5.9% |
| 30D | +2.2% | -9.2% | +11.4% | +3.9% |
| 3M | +5.4% | -9.0% | +14.4% | +7.0% |
| 6M | -4.0% | -5.0% | +0.9% | -3.8% |
| YTD | -9.9% | +7.4% | -17.3% | -11.8% |
| 1Y | -27.3% | +35.1% | -62.4% | -32.4% |
| All | +231.7% | +42.2% | +189.6% | +201.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling