-36.9%
BAX vs DD
+64.9%
-101.9%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.6% | +0.7% | -1.0% |
| 7D | -5.1% | -3.8% | -1.3% | -3.9% |
| 30D | -12.2% | -9.2% | -2.9% | -9.3% |
| 3M | +21.8% | -9.0% | +30.8% | +25.4% |
| 6M | +36.3% | -5.0% | +41.3% | +37.8% |
| YTD | +27.8% | +7.4% | +20.4% | +24.6% |
| 1Y | -0.1% | +35.1% | -35.2% | -9.7% |
| 3Y | -33.3% | +43.2% | -76.5% | -41.6% |
| 5Y | -67.1% | +59.6% | -126.7% | -72.6% |
| 10Y | -36.9% | +66.5% | -103.4% | -51.2% |
| All | -36.9% | +64.9% | -101.9% | -51.2% |
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