+2,271.9%
D vs DD
+961.9%
+1,310.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | +1.5% | -3.5% | +5.0% | +2.1% |
| 30D | -2.6% | -10.3% | +7.7% | -0.6% |
| 3M | 0.0% | -7.5% | +7.5% | +1.3% |
| 6M | +7.4% | -8.0% | +15.4% | +8.5% |
| YTD | +15.9% | +10.5% | +5.4% | +12.9% |
| 1Y | +18.1% | +38.3% | -20.2% | +9.9% |
| 3Y | +58.4% | +42.5% | +15.9% | +44.6% |
| 5Y | +5.2% | +60.2% | -55.0% | -7.4% |
| 10Y | +35.9% | +68.9% | -33.0% | +12.1% |
| All | +2,271.9% | +961.9% | +1,310.0% | +1,233.0% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling