+85.5%
DT vs DD
+93.9%
-8.5%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +2.0% |
| 7D | -5.4% | +3.2% | -8.7% | -6.6% |
| 30D | -32.2% | +20.3% | -52.5% | -37.3% |
| 3M | -10.9% | +8.2% | -19.1% | -14.3% |
| 6M | +10.0% | +3.4% | +6.6% | +7.3% |
| YTD | +2.1% | +30.6% | -28.6% | -10.9% |
| 1Y | -5.5% | +30.6% | -36.2% | -17.6% |
| 3Y | -12.4% | +91.1% | -103.5% | -37.8% |
| 5Y | -39.7% | +68.6% | -108.3% | -55.5% |
| All | +85.5% | +93.9% | -8.5% | +1.2% |
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