+16.2%
W vs DD
+33.7%
-17.5%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.6% | +2.7% | +1.6% |
| 7D | +5.9% | -3.8% | +9.7% | +8.2% |
| 30D | -3.0% | -9.2% | +6.2% | +2.3% |
| 3M | +40.3% | -9.0% | +49.3% | +47.6% |
| 6M | +32.2% | -5.0% | +37.2% | +35.2% |
| YTD | -0.3% | +7.4% | -7.7% | -4.5% |
| 1Y | +16.2% | +35.1% | -19.0% | +1.6% |
| All | +16.2% | +33.7% | -17.5% | +1.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling