+81.8%
SPY vs DD
+61.7%
+20.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | +0.5% | -0.6% | +1.1% | +0.8% |
| 30D | -0.9% | -7.4% | +6.5% | +1.8% |
| 3M | +3.9% | -6.4% | +10.3% | +6.1% |
| 6M | +14.5% | -2.5% | +17.0% | +14.7% |
| YTD | +12.9% | +10.2% | +2.7% | +7.4% |
| 1Y | +19.4% | +36.9% | -17.6% | +3.7% |
| 3Y | +78.5% | +47.0% | +31.4% | +46.0% |
| 5Y | +81.8% | +63.1% | +18.6% | +39.7% |
| All | +81.8% | +61.7% | +20.0% | +39.7% |
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