+48.3%
D vs DD
+100.9%
-52.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | 0.0% |
| 7D | +2.4% | +2.2% | +0.2% | +1.8% |
| 30D | +10.9% | +20.7% | -9.8% | +6.4% |
| 3M | +2.8% | +11.3% | -8.5% | +0.3% |
| 6M | +12.7% | +6.0% | +6.7% | +10.8% |
| YTD | +20.3% | +31.7% | -11.4% | +12.1% |
| 1Y | +17.1% | +32.2% | -15.1% | +9.0% |
| 3Y | +75.1% | +92.7% | -17.5% | +46.6% |
| 5Y | +13.1% | +72.1% | -59.0% | -4.4% |
| 10Y | +48.3% | +99.7% | -51.4% | +4.2% |
| All | +48.3% | +100.9% | -52.7% | +4.2% |
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