+142.8%
CI vs DD
+97.1%
+45.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.4% |
| 7D | +1.2% | +5.0% | -3.8% | -0.5% |
| 30D | +2.6% | +19.7% | -17.1% | -3.6% |
| 3M | +7.4% | +7.2% | +0.2% | +4.6% |
| 6M | -0.1% | +1.0% | -1.1% | -1.3% |
| YTD | +9.7% | +29.1% | -19.4% | -1.3% |
| 1Y | +12.1% | +28.5% | -16.4% | +0.9% |
| 3Y | +7.0% | +89.4% | -82.4% | -19.6% |
| 5Y | +49.7% | +67.1% | -17.4% | +15.2% |
| All | +142.8% | +97.1% | +45.6% | +58.6% |
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