+86.2%
SU vs DD
+49.3%
+36.8%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.8% | -2.7% | -4.6% |
| 7D | -7.1% | +8.7% | -15.8% | -6.7% |
| 30D | +4.8% | +15.3% | -10.6% | +5.4% |
| 3M | +12.5% | +5.9% | +6.6% | +12.8% |
| 6M | +6.5% | +11.6% | -5.1% | +6.7% |
| YTD | +65.8% | +26.5% | +39.3% | +61.4% |
| 1Y | +86.2% | +35.4% | +50.8% | +77.5% |
| All | +86.2% | +49.3% | +36.8% | +77.5% |
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