+110.7%
ED vs DD
+64.9%
+45.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | -0.4% |
| 7D | -0.2% | -3.8% | +3.6% | +0.3% |
| 30D | +1.9% | -9.2% | +11.2% | +3.1% |
| 3M | +1.9% | -9.0% | +10.8% | +2.9% |
| 6M | -2.3% | -5.0% | +2.7% | -2.0% |
| YTD | +10.9% | +7.4% | +3.5% | +9.2% |
| 1Y | +14.5% | +35.1% | -20.6% | +9.0% |
| 3Y | +33.4% | +43.2% | -9.8% | +24.1% |
| 5Y | +67.3% | +59.6% | +7.6% | +50.4% |
| 10Y | +110.7% | +66.5% | +44.2% | +68.5% |
| All | +110.7% | +64.9% | +45.7% | +68.5% |
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