+8,630.0%
TER vs DD
+1,082.4%
+7,547.6%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.5% | +2.0% |
| 7D | -20.5% | +4.6% | -25.1% | -22.3% |
| 30D | -47.0% | +11.8% | -58.8% | -50.1% |
| 3M | -43.3% | +2.2% | -45.4% | -43.8% |
| 6M | -42.9% | -1.6% | -41.3% | -42.0% |
| YTD | +12.9% | +23.0% | -10.1% | +2.5% |
| 1Y | +18.2% | +26.9% | -8.8% | +5.5% |
| 3Y | +151.8% | +77.9% | +73.9% | +86.8% |
| 5Y | +54.2% | +59.9% | -5.7% | +21.4% |
| 10Y | +908.2% | +90.1% | +818.2% | +576.1% |
| All | +8,630.0% | +1,082.4% | +7,547.6% | +2,164.5% |
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