0.0%
W vs DD
+33.0%
-33.0%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.1% | -4.8% | -4.3% |
| 7D | +1.1% | +2.2% | -1.2% | -0.2% |
| 30D | +6.4% | +20.7% | -14.3% | -4.9% |
| 3M | +9.0% | +11.3% | -2.4% | +2.3% |
| 6M | +69.8% | +6.0% | +63.8% | +62.7% |
| YTD | +12.1% | +31.7% | -19.6% | -13.1% |
| 1Y | 0.0% | +32.2% | -32.2% | -22.6% |
| All | 0.0% | +33.0% | -33.0% | -22.6% |
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