-63.7%
XYZ vs DD
+67.2%
-131.0%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.6% | +3.4% | +3.3% |
| 7D | -1.1% | +5.0% | -6.0% | -4.7% |
| 30D | +11.5% | +19.7% | -8.2% | -3.7% |
| 3M | +1.8% | +7.2% | -5.4% | -4.4% |
| 6M | +21.2% | +1.0% | +20.2% | +18.4% |
| YTD | +29.9% | +29.1% | +0.8% | +1.8% |
| 1Y | +35.8% | +28.5% | +7.3% | +6.6% |
| 3Y | +62.6% | +89.4% | -26.9% | -18.3% |
| All | -63.7% | +67.2% | -131.0% | -79.8% |
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 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