+135.7%
BP vs DD
+99.0%
+36.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.9% |
| 7D | -0.8% | +3.2% | -4.0% | -2.2% |
| 30D | -3.1% | +20.3% | -23.4% | -10.8% |
| 3M | +6.2% | +8.2% | -2.0% | +2.1% |
| 6M | +4.8% | +3.4% | +1.4% | +1.9% |
| YTD | +35.2% | +30.6% | +4.5% | +16.3% |
| 1Y | +27.4% | +30.6% | -3.2% | +9.4% |
| 3Y | +49.8% | +91.1% | -41.4% | +3.3% |
| 5Y | +109.4% | +68.6% | +40.8% | +50.0% |
| 10Y | +135.7% | +99.9% | +35.8% | +21.4% |
| All | +135.7% | +99.0% | +36.7% | +21.4% |
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