+72.2%
SPY vs DD
+71.8%
+0.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.9% | -3.5% | +0.2% |
| 7D | +0.1% | +9.8% | -9.7% | -3.4% |
| 30D | -3.3% | +19.3% | -22.7% | -9.5% |
| 3M | -2.4% | +9.4% | -11.8% | -5.9% |
| 6M | +2.6% | +4.8% | -2.2% | +0.2% |
| YTD | +11.2% | +30.2% | -19.0% | -0.9% |
| 1Y | +13.4% | +32.2% | -18.8% | +0.3% |
| 3Y | +79.9% | +93.1% | -13.2% | +30.8% |
| 5Y | +72.2% | +68.0% | +4.2% | +29.3% |
| All | +72.2% | +71.8% | +0.4% | +29.3% |
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