+248.9%
A vs DD
+64.9%
+183.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.6% | +1.2% | -0.3% |
| 7D | -4.4% | -3.8% | -0.6% | -2.8% |
| 30D | -2.7% | -9.2% | +6.6% | +1.4% |
| 3M | +7.0% | -9.0% | +16.0% | +10.9% |
| 6M | +24.6% | -5.0% | +29.6% | +26.0% |
| YTD | +7.0% | +7.4% | -0.4% | +2.3% |
| 1Y | +15.6% | +35.1% | -19.5% | -0.5% |
| 3Y | +29.9% | +43.2% | -13.3% | +7.0% |
| 5Y | -15.4% | +59.6% | -75.0% | -34.5% |
| 10Y | +248.9% | +66.5% | +182.3% | +148.9% |
| All | +248.9% | +64.9% | +183.9% | +148.9% |
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