+208.8%
C vs DD
+100.9%
+107.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.4% |
| 7D | -0.4% | +2.2% | -2.6% | -1.7% |
| 30D | -5.2% | +20.7% | -25.8% | -15.6% |
| 3M | -9.1% | +11.3% | -20.4% | -15.3% |
| 6M | -1.6% | +6.0% | -7.6% | -6.0% |
| YTD | +6.9% | +31.7% | -24.8% | -11.6% |
| 1Y | +23.0% | +32.2% | -9.3% | +1.3% |
| 3Y | +216.1% | +92.7% | +123.5% | +97.3% |
| 5Y | +112.2% | +72.1% | +40.1% | +38.8% |
| 10Y | +208.8% | +99.7% | +109.1% | +42.7% |
| All | +208.8% | +100.9% | +107.9% | +42.7% |
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