-35.7%
AUR vs DD
+34.5%
-70.2%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.8% | +1.8% |
| 7D | +1.4% | -3.5% | +4.9% | +4.4% |
| 30D | -6.4% | -11.7% | +5.2% | +4.0% |
| 3M | +7.7% | -9.2% | +16.9% | +16.9% |
| 6M | +44.5% | -7.2% | +51.7% | +53.5% |
| YTD | +67.4% | +6.6% | +60.8% | +58.0% |
| 1Y | +15.4% | +32.0% | -16.6% | -10.9% |
| 3Y | +94.8% | +42.1% | +52.7% | +40.3% |
| 5Y | -35.1% | +58.1% | -93.2% | -55.2% |
| All | -35.7% | +34.5% | -70.2% | -55.8% |
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