+16.1%
UL vs DD
+3.4%
+12.7%
-10.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.3% |
| 7D | -2.5% | +6.7% | -9.2% | -1.9% |
| 30D | +5.7% | +19.4% | -13.7% | +6.8% |
| 3M | +7.0% | +7.6% | -0.6% | +7.8% |
| 6M | +16.1% | +2.9% | +13.2% | +15.0% |
| All | +16.1% | +3.4% | +12.7% | +15.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling