+47.4%
TER vs DD
+27.9%
+19.6%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.6% | -4.8% | -4.7% |
| 7D | +14.4% | +5.0% | +9.4% | +8.7% |
| 30D | -30.6% | +19.7% | -50.3% | -42.7% |
| 3M | -39.2% | +7.2% | -46.4% | -43.2% |
| 6M | -31.3% | +1.0% | -32.3% | -31.3% |
| YTD | +29.1% | +29.1% | 0.0% | +1.8% |
| 1Y | +47.4% | +28.5% | +19.0% | +16.6% |
| All | +47.4% | +27.9% | +19.6% | +16.6% |
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