+115.6%
DT vs DD
+58.7%
+56.9%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.8% |
| 7D | -2.5% | -2.9% | +0.4% | -1.4% |
| 30D | +3.5% | -11.5% | +15.0% | +8.5% |
| 3M | +26.7% | -5.4% | +32.1% | +29.2% |
| 6M | +36.1% | -6.9% | +43.0% | +38.0% |
| YTD | +18.6% | +6.9% | +11.8% | +12.7% |
| 1Y | +7.9% | +35.6% | -27.7% | -8.1% |
| 3Y | +8.6% | +42.5% | -34.0% | -12.4% |
| 5Y | -26.7% | +58.5% | -85.1% | -44.4% |
| All | +115.6% | +58.7% | +56.9% | +28.1% |
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