+125.6%
EW vs DD
+64.9%
+60.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.6% | +2.0% | +0.2% |
| 7D | -5.1% | -3.8% | -1.3% | -4.0% |
| 30D | -6.4% | -9.2% | +2.9% | -3.5% |
| 3M | -1.6% | -9.0% | +7.4% | +1.1% |
| 6M | +2.3% | -5.0% | +7.2% | +3.1% |
| YTD | +1.1% | +7.4% | -6.3% | -2.3% |
| 1Y | +8.0% | +35.1% | -27.1% | -3.7% |
| 3Y | +16.3% | +43.2% | -26.9% | -1.0% |
| 5Y | -29.4% | +59.6% | -89.1% | -43.3% |
| 10Y | +125.6% | +66.5% | +59.1% | +55.4% |
| All | +125.6% | +64.9% | +60.7% | +55.4% |
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