+668.0%
BE vs DD
+51.8%
+616.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.6% | -4.3% | -4.5% |
| 7D | +10.8% | +5.0% | +5.9% | +7.1% |
| 30D | -19.8% | +19.7% | -39.5% | -29.3% |
| 3M | -18.7% | +7.2% | -25.9% | -22.3% |
| 6M | -33.7% | +1.0% | -34.8% | -33.4% |
| YTD | +121.0% | +29.1% | +91.9% | +85.8% |
| 1Y | +85.4% | +28.5% | +56.9% | +56.6% |
| 3Y | +1,709.5% | +89.4% | +1,620.1% | +1,022.3% |
| 5Y | +462.2% | +67.1% | +395.1% | +282.7% |
| All | +668.0% | +51.8% | +616.1% | +223.6% |
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