-46.5%
COMP vs DD
+76.6%
-123.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +5.9% | -0.2% | +0.9% |
| 7D | +14.5% | +9.8% | +4.7% | +5.7% |
| 30D | +14.9% | +19.3% | -4.4% | -0.7% |
| 3M | -14.2% | +9.4% | -23.6% | -20.7% |
| 6M | +23.7% | +4.8% | +18.9% | +18.1% |
| YTD | +2.1% | +30.2% | -28.2% | -19.3% |
| 1Y | +26.2% | +32.2% | -6.0% | -1.7% |
| 3Y | +470.9% | +93.1% | +377.8% | +200.6% |
| 5Y | -14.0% | +68.0% | -82.0% | -51.5% |
| All | -46.5% | +76.6% | -123.0% | -70.7% |
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