+172.8%
W vs DD
+90.7%
+82.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +5.9% | -1.3% | -0.8% |
| 7D | +3.3% | +9.8% | -6.5% | -6.1% |
| 30D | +10.5% | +19.3% | -8.8% | -7.1% |
| 3M | +9.6% | +9.4% | +0.3% | -0.2% |
| 6M | +76.4% | +4.8% | +71.6% | +66.7% |
| YTD | +16.4% | +30.2% | -13.8% | -15.1% |
| 1Y | +9.3% | +32.2% | -22.9% | -21.4% |
| 3Y | +172.8% | +93.1% | +79.7% | +4.0% |
| All | +172.8% | +90.7% | +82.2% | +4.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling