+95.4%
STM vs DD
+29.4%
+65.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +1.0% |
| 7D | +16.3% | +6.7% | +9.6% | +9.0% |
| 30D | -6.3% | +19.4% | -25.7% | -21.2% |
| 3M | -14.1% | +7.6% | -21.7% | -19.8% |
| 6M | -19.6% | +2.9% | -22.5% | -21.5% |
| YTD | +80.1% | +29.9% | +50.3% | +41.3% |
| 1Y | +95.4% | +28.6% | +66.7% | +54.1% |
| All | +95.4% | +29.4% | +65.9% | +54.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling