+110.6%
SPOT vs DD
+57.4%
+53.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.2% | -0.1% |
| 7D | -6.9% | -2.9% | -3.9% | -5.9% |
| 30D | +4.1% | -11.5% | +15.6% | +8.5% |
| 3M | +3.7% | -5.4% | +9.1% | +5.2% |
| 6M | -1.6% | -6.9% | +5.3% | -0.4% |
| YTD | -10.2% | +6.9% | -17.0% | -13.9% |
| 1Y | -25.9% | +35.6% | -61.5% | -35.8% |
| 3Y | +235.6% | +42.5% | +193.0% | +172.7% |
| 5Y | +110.6% | +58.5% | +52.1% | +61.7% |
| All | +110.6% | +57.4% | +53.2% | +61.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling