+9,717.5%
TER vs DD
+1,166.0%
+8,551.5%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.4% | -0.9% |
| 7D | -8.9% | +2.2% | -11.1% | -9.5% |
| 30D | -39.1% | +20.7% | -59.7% | -44.9% |
| 3M | -32.8% | +11.3% | -44.1% | -36.3% |
| 6M | -31.7% | +6.0% | -37.7% | -33.4% |
| YTD | +26.9% | +31.7% | -4.8% | +11.2% |
| 1Y | +33.6% | +32.2% | +1.3% | +16.8% |
| 3Y | +181.5% | +92.7% | +88.8% | +100.3% |
| 5Y | +76.1% | +72.1% | +4.0% | +33.5% |
| 10Y | +1,006.2% | +99.7% | +906.5% | +623.0% |
| All | +9,717.5% | +1,166.0% | +8,551.5% | +2,358.3% |
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