+23.4%
BA vs DD
+98.3%
-75.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.4% |
| 7D | -0.6% | +6.7% | -7.3% | -4.6% |
| 30D | -8.0% | +19.4% | -27.4% | -18.2% |
| 3M | -25.8% | +7.6% | -33.4% | -29.8% |
| 6M | -27.6% | +2.9% | -30.5% | -29.6% |
| YTD | -21.0% | +29.9% | -50.9% | -34.8% |
| 1Y | -12.3% | +28.6% | -40.9% | -27.3% |
| 3Y | -12.8% | +90.0% | -102.8% | -47.2% |
| 5Y | -22.4% | +68.1% | -90.5% | -49.8% |
| All | +23.4% | +98.3% | -75.0% | -38.2% |
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