-68.0%
U vs DD
+61.7%
-129.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.8% |
| 7D | +4.5% | -0.6% | +5.1% | +4.9% |
| 30D | -0.6% | -7.4% | +6.8% | +5.5% |
| 3M | +48.4% | -6.4% | +54.9% | +55.4% |
| 6M | +115.4% | -2.5% | +117.8% | +112.6% |
| YTD | -3.2% | +10.2% | -13.5% | -16.4% |
| 1Y | -6.0% | +36.9% | -43.0% | -34.0% |
| 3Y | +13.5% | +47.0% | -33.6% | -26.6% |
| 5Y | -68.0% | +63.1% | -131.2% | -80.5% |
| All | -68.0% | +61.7% | -129.7% | -80.5% |
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 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