+66.1%
T vs DD
+61.7%
+4.3%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -1.5% | -0.6% | -0.9% | -1.5% |
| 30D | +7.6% | -7.4% | +15.0% | +8.7% |
| 3M | +15.3% | -6.4% | +21.7% | +16.2% |
| 6M | -8.5% | -2.5% | -6.0% | -8.6% |
| YTD | +6.8% | +10.2% | -3.5% | +4.3% |
| 1Y | -7.2% | +36.9% | -44.2% | -12.8% |
| 3Y | +108.2% | +47.0% | +61.2% | +89.8% |
| 5Y | +66.1% | +63.1% | +2.9% | +42.3% |
| All | +66.1% | +61.7% | +4.3% | +42.3% |
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