+851.5%
DE vs DD
+66.6%
+784.9%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | -0.1% | -0.2% |
| 7D | -2.6% | -3.5% | +0.9% | -0.9% |
| 30D | +9.0% | -11.7% | +20.7% | +15.7% |
| 3M | +19.1% | -9.2% | +28.4% | +24.5% |
| 6M | +14.4% | -7.2% | +21.6% | +17.6% |
| YTD | +45.9% | +6.6% | +39.3% | +39.4% |
| 1Y | +43.6% | +32.0% | +11.6% | +22.1% |
| 3Y | +75.9% | +42.1% | +33.7% | +38.9% |
| 5Y | +98.8% | +58.1% | +40.7% | +43.6% |
| All | +851.5% | +66.6% | +784.9% | +561.0% |
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