-6.5%
U vs DD
+33.7%
-40.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | +0.2% |
| 7D | +4.4% | -3.8% | +8.1% | +5.5% |
| 30D | -1.3% | -9.2% | +7.9% | +1.4% |
| 3M | +49.6% | -9.0% | +58.6% | +53.0% |
| 6M | +100.2% | -5.0% | +105.1% | +99.5% |
| YTD | -3.7% | +7.4% | -11.1% | -14.4% |
| 1Y | -6.5% | +35.1% | -41.6% | -27.5% |
| All | -6.5% | +33.7% | -40.2% | -27.5% |
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 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