+3,310.4%
V vs DD
+262.5%
+3,047.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.4% |
| 7D | +2.2% | +4.6% | -2.4% | +0.3% |
| 30D | +13.6% | +11.8% | +1.8% | +8.7% |
| 3M | +14.3% | +2.2% | +12.1% | +12.9% |
| 6M | +33.1% | -1.6% | +34.7% | +32.5% |
| YTD | +21.2% | +23.0% | -1.8% | +9.7% |
| 1Y | +26.4% | +26.9% | -0.5% | +13.0% |
| 3Y | +77.6% | +77.9% | -0.3% | +34.4% |
| 5Y | +102.6% | +59.9% | +42.7% | +57.0% |
| 10Y | +464.4% | +90.1% | +374.4% | +275.9% |
| All | +3,310.4% | +262.5% | +3,047.9% | +1,957.1% |
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