+606.1%
COST vs DD
+66.6%
+539.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.5% | +0.3% |
| 7D | -1.2% | -3.5% | +2.3% | -0.5% |
| 30D | -4.7% | -11.7% | +6.9% | -2.5% |
| 3M | -7.1% | -9.2% | +2.1% | -5.5% |
| 6M | -8.5% | -7.2% | -1.4% | -7.8% |
| YTD | +5.4% | +6.6% | -1.2% | +2.8% |
| 1Y | -5.6% | +32.0% | -37.6% | -12.3% |
| 3Y | +68.5% | +42.1% | +26.4% | +51.1% |
| 5Y | +105.2% | +58.1% | +47.2% | +77.3% |
| All | +606.1% | +66.6% | +539.5% | +482.1% |
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