+1,593.1%
T vs DD
+1,151.9%
+441.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.9% | -5.1% | -0.6% |
| 7D | +1.7% | +9.8% | -8.1% | -0.8% |
| 30D | -1.7% | +19.3% | -21.1% | -6.1% |
| 3M | -7.3% | +9.4% | -16.7% | -9.6% |
| 6M | -11.2% | +4.8% | -16.0% | -12.7% |
| YTD | -8.1% | +30.2% | -38.3% | -14.9% |
| 1Y | -8.0% | +32.2% | -40.2% | -15.2% |
| 3Y | +62.1% | +93.1% | -31.0% | +32.4% |
| 5Y | +55.7% | +68.0% | -12.3% | +29.6% |
| 10Y | +54.1% | +98.5% | -44.4% | +16.4% |
| All | +1,593.1% | +1,151.9% | +441.1% | +652.1% |
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