+22.6%
UL vs DD
+63.6%
-40.9%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -1.0% |
| 7D | -1.3% | -0.6% | -0.7% | -1.2% |
| 30D | +0.9% | -7.4% | +8.3% | +2.0% |
| 3M | +14.2% | -6.4% | +20.7% | +15.2% |
| 6M | -3.2% | -2.5% | -0.7% | -3.2% |
| YTD | -0.3% | +10.2% | -10.6% | -2.3% |
| 1Y | -8.8% | +36.9% | -45.7% | -13.6% |
| 3Y | +23.9% | +47.0% | -23.2% | +13.9% |
| All | +22.6% | +63.6% | -40.9% | +8.9% |
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 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