+163.6%
W vs DD
+96.5%
+67.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.4% | +2.2% | +2.3% |
| 7D | -4.2% | -3.5% | -0.7% | -1.5% |
| 30D | -7.6% | -10.3% | +2.7% | +0.3% |
| 3M | +37.2% | -7.5% | +44.7% | +45.6% |
| 6M | +26.3% | -8.0% | +34.3% | +33.3% |
| YTD | -1.0% | +10.5% | -11.4% | -9.9% |
| 1Y | +20.1% | +38.3% | -18.2% | -8.7% |
| 3Y | +37.8% | +42.5% | -4.7% | +5.6% |
| 5Y | -63.7% | +60.2% | -123.8% | -73.5% |
| 10Y | +156.3% | +68.9% | +87.5% | +41.0% |
| All | +163.6% | +96.5% | +67.1% | +32.8% |
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