+43.8%
D vs DD
+105.4%
-61.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.9% | -6.4% | -1.7% |
| 7D | +0.8% | +9.8% | -9.0% | -1.4% |
| 30D | +10.7% | +19.3% | -8.6% | +6.4% |
| 3M | +2.3% | +9.4% | -7.1% | +0.1% |
| 6M | +12.5% | +4.8% | +7.7% | +10.8% |
| YTD | +20.1% | +30.2% | -10.1% | +12.2% |
| 1Y | +15.6% | +32.2% | -16.7% | +7.5% |
| 3Y | +75.2% | +93.1% | -17.9% | +46.5% |
| 5Y | +14.6% | +68.0% | -53.4% | -2.7% |
| 10Y | +43.8% | +98.5% | -54.7% | +2.0% |
| All | +43.8% | +105.4% | -61.6% | +2.0% |
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