+61,756.5%
SU vs DD
+959.7%
+60,796.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | -1.0% | -0.6% | -0.4% | -0.7% |
| 30D | +13.7% | -7.4% | +21.1% | +18.3% |
| 3M | +8.0% | -6.4% | +14.5% | +11.0% |
| 6M | +21.0% | -2.5% | +23.5% | +19.8% |
| YTD | +56.2% | +10.2% | +46.0% | +43.5% |
| 1Y | +72.2% | +36.9% | +35.3% | +38.8% |
| 3Y | +118.1% | +47.0% | +71.1% | +62.3% |
| 5Y | +350.3% | +63.1% | +287.2% | +208.1% |
| 10Y | +248.5% | +68.2% | +180.3% | +120.0% |
| All | +61,756.5% | +959.7% | +60,796.8% | +1,875.1% |
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