+564.9%
SPYG vs DD
+537.3%
+27.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.3% |
| 7D | +0.4% | -3.5% | +3.9% | +1.6% |
| 30D | -0.4% | -10.3% | +9.9% | +3.4% |
| 3M | +0.5% | -7.5% | +8.1% | +3.2% |
| 6M | +17.5% | -8.0% | +25.5% | +20.3% |
| YTD | +14.3% | +10.5% | +3.9% | +9.2% |
| 1Y | +21.7% | +38.3% | -16.6% | +6.6% |
| 3Y | +98.6% | +42.5% | +56.1% | +68.3% |
| 5Y | +85.1% | +60.2% | +24.9% | +48.6% |
| 10Y | +412.0% | +68.9% | +343.2% | +275.1% |
| All | +564.9% | +537.3% | +27.5% | +178.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling