+4,855.7%
BEN vs DD
+961.9%
+3,893.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.4% | +3.2% | +3.3% |
| 7D | +0.2% | -3.5% | +3.7% | +2.1% |
| 30D | -0.5% | -10.3% | +9.8% | +5.0% |
| 3M | +9.7% | -7.5% | +17.3% | +13.9% |
| 6M | +33.9% | -8.0% | +41.9% | +38.6% |
| YTD | +49.0% | +10.5% | +38.5% | +39.9% |
| 1Y | +42.1% | +38.3% | +3.8% | +18.0% |
| 3Y | +51.9% | +42.5% | +9.4% | +21.0% |
| 5Y | +39.0% | +60.2% | -21.1% | +4.2% |
| 10Y | +57.9% | +68.9% | -11.0% | +8.7% |
| All | +4,855.7% | +961.9% | +3,893.8% | +1,110.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling