+43.2%
TER vs DD
+49.3%
-6.2%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -1.8% | -5.0% | -5.0% |
| 7D | -19.9% | +8.7% | -28.6% | -26.8% |
| 30D | -43.5% | +15.3% | -58.9% | -51.9% |
| 3M | -37.8% | +5.9% | -43.7% | -41.7% |
| 6M | -25.6% | +11.6% | -37.1% | -33.7% |
| YTD | +29.8% | +26.5% | +3.3% | +2.7% |
| 1Y | +43.2% | +35.4% | +7.8% | +7.2% |
| All | +43.2% | +49.3% | -6.2% | +7.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling