+2,732.3%
UL vs DD
+1,148.4%
+1,584.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.5% |
| 7D | -2.5% | +6.7% | -9.2% | -3.9% |
| 30D | +5.7% | +19.4% | -13.7% | +1.4% |
| 3M | +7.0% | +7.6% | -0.6% | +4.9% |
| 6M | +16.1% | +2.9% | +13.2% | +14.6% |
| YTD | +3.6% | +29.9% | -26.3% | -3.3% |
| 1Y | -1.4% | +28.6% | -30.0% | -7.8% |
| 3Y | +34.1% | +90.0% | -55.9% | +12.2% |
| 5Y | +32.0% | +68.1% | -36.1% | +12.0% |
| 10Y | +104.7% | +98.7% | +6.0% | +56.9% |
| All | +2,732.3% | +1,148.4% | +1,584.0% | +1,219.8% |
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