+737.9%
BE vs DD
+53.6%
+684.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | -0.8% | +13.8% | +13.6% |
| 7D | +4.5% | +3.2% | +1.3% | +2.7% |
| 30D | -20.1% | +20.3% | -40.4% | -29.9% |
| 3M | -0.8% | +8.2% | -9.0% | -5.9% |
| 6M | -26.2% | +3.4% | -29.6% | -27.0% |
| YTD | +141.1% | +30.6% | +110.4% | +100.8% |
| 1Y | +64.8% | +30.6% | +34.2% | +37.6% |
| 3Y | +1,887.4% | +91.1% | +1,796.3% | +1,124.1% |
| 5Y | +518.1% | +68.6% | +449.5% | +317.8% |
| All | +737.9% | +53.6% | +684.2% | +249.8% |
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