+1,808.6%
STM vs DD
+947.6%
+861.0%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.1% | +3.3% | +3.8% |
| 7D | -10.7% | +4.6% | -15.4% | -12.9% |
| 30D | -25.7% | +11.8% | -37.5% | -30.3% |
| 3M | -21.6% | +2.2% | -23.7% | -22.4% |
| 6M | -27.8% | -1.6% | -26.2% | -26.5% |
| YTD | +61.8% | +23.0% | +38.8% | +45.5% |
| 1Y | +78.1% | +26.9% | +51.2% | +57.3% |
| 3Y | +4.9% | +77.9% | -73.0% | -23.9% |
| 5Y | -14.3% | +59.9% | -74.1% | -33.9% |
| 10Y | +414.1% | +90.1% | +324.0% | +243.0% |
| All | +1,808.6% | +947.6% | +861.0% | +430.1% |
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 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