-39.0%
U vs DD
+95.2%
-134.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.3% | -1.2% |
| 7D | -3.8% | -3.5% | -0.3% | -1.4% |
| 30D | +17.5% | -10.3% | +27.8% | +26.1% |
| 3M | +38.7% | -7.5% | +46.3% | +45.7% |
| 6M | +104.4% | -8.0% | +112.4% | +111.7% |
| YTD | -5.7% | +10.5% | -16.2% | -16.4% |
| 1Y | +3.7% | +38.3% | -34.6% | -23.1% |
| 3Y | +12.3% | +42.5% | -30.2% | -19.1% |
| 5Y | -68.8% | +60.2% | -129.0% | -79.4% |
| All | -39.0% | +95.2% | -134.3% | -62.8% |
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