+120.1%
SPOT vs DD
+67.2%
+52.8%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +3.0% | +2.6% |
| 7D | +1.6% | +5.0% | -3.4% | -0.2% |
| 30D | +16.9% | +19.7% | -2.8% | +9.5% |
| 3M | +23.0% | +7.2% | +15.8% | +19.5% |
| 6M | +42.2% | +1.0% | +41.1% | +40.7% |
| YTD | +5.5% | +29.1% | -23.6% | -6.1% |
| 1Y | -5.1% | +28.5% | -33.5% | -15.4% |
| 3Y | +257.9% | +89.4% | +168.5% | +151.3% |
| All | +120.1% | +67.2% | +52.8% | +57.1% |
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