+14,183.4%
TER vs DD
+961.9%
+13,221.5%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.4% | +5.1% | +5.3% |
| 7D | +0.6% | -3.5% | +4.1% | +2.6% |
| 30D | -8.3% | -10.3% | +2.0% | -2.5% |
| 3M | -12.2% | -7.5% | -4.7% | -8.1% |
| 6M | +17.1% | -8.0% | +25.1% | +24.3% |
| YTD | +84.7% | +10.5% | +74.2% | +77.6% |
| 1Y | +199.9% | +38.3% | +161.7% | +155.1% |
| 3Y | +232.8% | +42.5% | +190.3% | +177.1% |
| 5Y | +198.6% | +60.2% | +138.4% | +134.2% |
| 10Y | +1,669.7% | +68.9% | +1,600.9% | +1,164.3% |
| All | +14,183.4% | +961.9% | +13,221.5% | +3,824.9% |
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