+117.0%
AA vs DD
+66.6%
+50.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | +0.1% |
| 7D | -3.4% | -3.5% | +0.1% | -0.4% |
| 30D | -5.8% | -11.7% | +5.9% | +4.7% |
| 3M | -29.9% | -9.2% | -20.7% | -24.2% |
| 6M | -27.0% | -7.2% | -19.8% | -23.2% |
| YTD | -8.7% | +6.6% | -15.3% | -15.8% |
| 1Y | +50.6% | +32.0% | +18.6% | +13.6% |
| 3Y | +74.1% | +42.1% | +31.9% | +21.4% |
| 5Y | +2.6% | +58.1% | -55.5% | -34.7% |
| All | +117.0% | +66.6% | +50.4% | +22.1% |
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