+2,653.9%
UL vs DD
+961.9%
+1,692.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.4% | -0.1% |
| 7D | -1.3% | -3.5% | +2.2% | -0.6% |
| 30D | +0.5% | -10.3% | +10.8% | +2.9% |
| 3M | +17.6% | -7.5% | +25.1% | +19.4% |
| 6M | -5.4% | -8.0% | +2.6% | -4.1% |
| YTD | +0.7% | +10.5% | -9.8% | -2.3% |
| 1Y | -9.3% | +38.3% | -47.5% | -16.5% |
| 3Y | +24.5% | +42.5% | -18.0% | +11.4% |
| 5Y | +23.2% | +60.2% | -37.0% | +5.6% |
| 10Y | +64.5% | +68.9% | -4.4% | +31.1% |
| All | +2,653.9% | +961.9% | +1,692.0% | +1,233.8% |
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