+368.4%
ALL vs DD
+100.9%
+267.5%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.1% | +1.8% | +2.5% |
| 7D | -0.1% | +2.2% | -2.4% | -0.9% |
| 30D | +13.8% | +20.7% | -6.9% | +6.9% |
| 3M | -2.8% | +11.3% | -14.1% | -6.5% |
| 6M | +23.7% | +6.0% | +17.7% | +20.2% |
| YTD | +27.3% | +31.7% | -4.4% | +13.8% |
| 1Y | +30.5% | +32.2% | -1.7% | +16.4% |
| 3Y | +113.0% | +92.7% | +20.3% | +60.1% |
| 5Y | +157.6% | +72.1% | +85.5% | +97.7% |
| 10Y | +368.4% | +99.7% | +268.7% | +191.1% |
| All | +368.4% | +100.9% | +267.5% | +191.1% |
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