+146.7%
CI vs DD
+70.2%
+76.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.4% |
| 7D | +1.3% | -3.5% | +4.8% | +2.5% |
| 30D | +4.4% | -10.3% | +14.8% | +8.2% |
| 3M | +0.7% | -7.5% | +8.2% | +2.9% |
| 6M | +0.3% | -8.0% | +8.4% | +2.1% |
| YTD | +3.8% | +10.5% | -6.7% | -1.4% |
| 1Y | -5.5% | +38.3% | -43.8% | -17.4% |
| 3Y | +8.1% | +42.5% | -34.4% | -9.9% |
| 5Y | +42.8% | +60.2% | -17.4% | +9.9% |
| All | +146.7% | +70.2% | +76.4% | +56.5% |
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 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