+364.8%
ALL vs DD
+64.9%
+299.9%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | +0.9% |
| 7D | -2.2% | -3.8% | +1.5% | -1.0% |
| 30D | -5.6% | -9.2% | +3.7% | -2.7% |
| 3M | +17.2% | -9.0% | +26.2% | +20.2% |
| 6M | +23.2% | -5.0% | +28.2% | +23.7% |
| YTD | +23.6% | +7.4% | +16.2% | +18.4% |
| 1Y | +29.2% | +35.1% | -6.0% | +13.6% |
| 3Y | +153.8% | +43.2% | +110.6% | +111.5% |
| 5Y | +116.1% | +59.6% | +56.4% | +68.6% |
| 10Y | +364.8% | +66.5% | +298.3% | +212.0% |
| All | +364.8% | +64.9% | +299.9% | +212.0% |
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