+202.8%
TER vs DD
+61.3%
+141.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.4% | +5.1% | +5.2% |
| 7D | +0.6% | -3.5% | +4.1% | +3.6% |
| 30D | -8.3% | -10.3% | +2.0% | +0.2% |
| 3M | -12.2% | -7.5% | -4.7% | -6.3% |
| 6M | +17.1% | -8.0% | +25.1% | +27.0% |
| YTD | +84.7% | +10.5% | +74.2% | +74.2% |
| 1Y | +199.9% | +38.3% | +161.7% | +137.7% |
| 3Y | +232.8% | +42.5% | +190.3% | +152.1% |
| All | +202.8% | +61.3% | +141.6% | +111.6% |
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 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