+47.8%
AA vs DD
+99.0%
-51.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.8% | +3.5% | +3.3% |
| 7D | +1.1% | +3.2% | -2.1% | -1.6% |
| 30D | -1.3% | +20.3% | -21.5% | -16.6% |
| 3M | -23.9% | +8.2% | -32.1% | -29.7% |
| 6M | -36.8% | +3.4% | -40.2% | -39.3% |
| YTD | -22.2% | +30.6% | -52.8% | -40.4% |
| 1Y | +10.4% | +30.6% | -20.3% | -15.3% |
| 3Y | +72.0% | +91.1% | -19.1% | -8.3% |
| 5Y | -15.6% | +68.6% | -84.2% | -49.6% |
| 10Y | +47.8% | +99.9% | -52.1% | -28.3% |
| All | +47.8% | +99.0% | -51.2% | -28.3% |
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