+1,872.1%
T vs DD
+961.9%
+910.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.3% | -2.0% |
| 7D | -1.3% | -3.5% | +2.2% | -0.4% |
| 30D | +11.4% | -10.3% | +21.7% | +14.2% |
| 3M | +14.3% | -7.5% | +21.8% | +16.2% |
| 6M | -9.3% | -8.0% | -1.3% | -8.1% |
| YTD | +7.1% | +10.5% | -3.4% | +3.4% |
| 1Y | -9.1% | +38.3% | -47.4% | -17.4% |
| 3Y | +105.3% | +42.5% | +62.8% | +80.9% |
| 5Y | +66.8% | +60.2% | +6.6% | +40.2% |
| 10Y | +66.8% | +68.9% | -2.1% | +31.2% |
| All | +1,872.1% | +961.9% | +910.2% | +813.8% |
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