+338.3%
SU vs DD
+56.1%
+282.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.1% | -0.1% |
| 7D | +2.2% | -3.5% | +5.7% | +3.5% |
| 30D | +8.4% | -11.7% | +20.1% | +13.1% |
| 3M | +12.1% | -9.2% | +21.3% | +15.4% |
| 6M | +19.7% | -7.2% | +26.9% | +20.9% |
| YTD | +58.4% | +6.6% | +51.8% | +50.2% |
| 1Y | +67.2% | +32.0% | +35.2% | +43.6% |
| 3Y | +125.0% | +42.1% | +82.9% | +81.1% |
| All | +338.3% | +56.1% | +282.2% | +214.9% |
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