-49.3%
COMP vs DD
+66.8%
-116.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.1% | +9.6% | +9.9% |
| 7D | +13.4% | +4.6% | +8.8% | +8.8% |
| 30D | +11.1% | +11.8% | -0.7% | +1.2% |
| 3M | -18.8% | +2.2% | -21.0% | -20.7% |
| 6M | +10.5% | -1.6% | +12.1% | +11.0% |
| YTD | -3.4% | +23.0% | -26.4% | -20.1% |
| 1Y | +19.7% | +26.9% | -7.3% | -3.7% |
| 3Y | +381.6% | +77.9% | +303.7% | +172.7% |
| 5Y | -17.6% | +59.9% | -77.5% | -51.4% |
| All | -49.3% | +66.8% | -116.1% | -71.0% |
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