+977.1%
BE vs DD
+26.3%
+950.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.6% | -0.3% | -1.0% |
| 7D | +23.9% | -3.8% | +27.7% | +27.4% |
| 30D | +27.8% | -9.2% | +37.1% | +37.2% |
| 3M | +3.7% | -9.0% | +12.7% | +11.9% |
| 6M | +78.0% | -5.0% | +82.9% | +85.7% |
| YTD | +209.9% | +7.4% | +202.5% | +196.4% |
| 1Y | +389.6% | +35.1% | +354.5% | +295.8% |
| 3Y | +1,730.6% | +43.2% | +1,687.4% | +1,287.2% |
| 5Y | +1,227.8% | +59.6% | +1,168.2% | +832.7% |
| All | +977.1% | +26.3% | +950.8% | +416.3% |
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