+55.5%
AR vs DD
+99.0%
-43.5%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.4% | +2.0% |
| 7D | +2.1% | +3.2% | -1.2% | +0.1% |
| 30D | +4.5% | +20.3% | -15.8% | -7.1% |
| 3M | +1.0% | +8.2% | -7.2% | -4.5% |
| 6M | +4.4% | +3.4% | +1.0% | +0.2% |
| YTD | +10.9% | +30.6% | -19.8% | -11.3% |
| 1Y | +8.6% | +30.6% | -22.1% | -13.3% |
| 3Y | +48.5% | +91.1% | -42.6% | -14.4% |
| 5Y | +95.7% | +68.6% | +27.2% | +20.5% |
| 10Y | +55.5% | +99.9% | -44.4% | -21.8% |
| All | +55.5% | +99.0% | -43.5% | -21.8% |
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