-4.6%
STM vs DD
+67.2%
-71.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +1.1% |
| 7D | +12.0% | +5.0% | +7.1% | +7.6% |
| 30D | -0.4% | +19.7% | -20.1% | -14.0% |
| 3M | -13.2% | +7.2% | -20.4% | -17.9% |
| 6M | -26.1% | +1.0% | -27.1% | -26.4% |
| YTD | +81.2% | +29.1% | +52.1% | +48.8% |
| 1Y | +98.3% | +28.5% | +69.8% | +63.3% |
| 3Y | +16.7% | +89.4% | -72.7% | -31.8% |
| All | -4.6% | +67.2% | -71.8% | -40.2% |
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 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