-34.4%
BAX vs DD
+99.0%
-133.4%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | 0.0% |
| 7D | -0.6% | +3.2% | -3.8% | -1.7% |
| 30D | +6.3% | +20.3% | -14.0% | -0.1% |
| 3M | -4.6% | +8.2% | -12.7% | -7.2% |
| 6M | +50.4% | +3.4% | +47.0% | +47.9% |
| YTD | +38.0% | +30.6% | +7.4% | +25.9% |
| 1Y | +44.6% | +30.6% | +14.0% | +32.0% |
| 3Y | -15.1% | +91.1% | -106.3% | -32.2% |
| 5Y | -63.3% | +68.6% | -131.9% | -70.2% |
| 10Y | -34.4% | +99.9% | -134.3% | -50.6% |
| All | -34.4% | +99.0% | -133.4% | -50.6% |
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