-68.9%
XYZ vs DD
+61.3%
-130.2%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -1.0% |
| 7D | -1.0% | -3.5% | +2.5% | +1.8% |
| 30D | -1.7% | -10.3% | +8.6% | +6.7% |
| 3M | +16.7% | -7.5% | +24.3% | +23.5% |
| 6M | +26.9% | -8.0% | +34.9% | +32.8% |
| YTD | +27.1% | +10.5% | +16.7% | +14.2% |
| 1Y | +9.3% | +38.3% | -29.0% | -19.6% |
| 3Y | +42.3% | +42.5% | -0.2% | -3.4% |
| All | -68.9% | +61.3% | -130.2% | -80.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling