+312.3%
A vs DD
+99.0%
+213.4%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.2% |
| 7D | -0.1% | +3.2% | -3.4% | -1.5% |
| 30D | +3.3% | +20.3% | -17.0% | -4.6% |
| 3M | +18.5% | +8.2% | +10.4% | +14.4% |
| 6M | +59.3% | +3.4% | +55.9% | +55.8% |
| YTD | +31.0% | +30.6% | +0.4% | +15.0% |
| 1Y | +19.3% | +30.6% | -11.3% | +4.7% |
| 3Y | +66.8% | +91.1% | -24.3% | +21.7% |
| 5Y | +15.5% | +68.6% | -53.1% | -12.9% |
| 10Y | +312.3% | +99.9% | +212.5% | +189.7% |
| All | +312.3% | +99.0% | +213.4% | +189.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling