+369.0%
ALL vs DD
+99.0%
+270.0%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.7% |
| 7D | -2.6% | +3.2% | -5.8% | -3.6% |
| 30D | +12.7% | +20.3% | -7.6% | +6.0% |
| 3M | +0.4% | +8.2% | -7.8% | -2.5% |
| 6M | +23.8% | +3.4% | +20.4% | +21.3% |
| YTD | +27.8% | +30.6% | -2.8% | +14.5% |
| 1Y | +28.9% | +30.6% | -1.8% | +15.4% |
| 3Y | +113.9% | +91.1% | +22.7% | +61.1% |
| 5Y | +157.4% | +68.6% | +88.8% | +99.1% |
| 10Y | +369.0% | +99.9% | +269.1% | +191.1% |
| All | +369.0% | +99.0% | +270.0% | +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