+44.3%
AR vs DD
+64.9%
-20.6%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.6% | +2.7% | +1.7% |
| 7D | -1.2% | -3.8% | +2.6% | +1.1% |
| 30D | +5.5% | -9.2% | +14.8% | +11.7% |
| 3M | +12.9% | -9.0% | +21.9% | +18.2% |
| 6M | +0.1% | -5.0% | +5.0% | -0.3% |
| YTD | +13.5% | +7.4% | +6.1% | +3.0% |
| 1Y | +21.6% | +35.1% | -13.6% | -6.6% |
| 3Y | +46.0% | +43.2% | +2.8% | +1.7% |
| 5Y | +143.7% | +59.6% | +84.1% | +52.5% |
| 10Y | +44.3% | +66.5% | -22.2% | -24.6% |
| All | +44.3% | +64.9% | -20.6% | -24.6% |
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