+151.5%
EXC vs DD
+69.4%
+82.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.8% |
| 7D | +1.2% | -0.6% | +1.8% | +1.4% |
| 30D | -2.7% | -7.4% | +4.7% | -0.9% |
| 3M | -1.0% | -6.4% | +5.5% | +0.4% |
| 6M | -9.3% | -2.5% | -6.8% | -9.4% |
| YTD | +3.6% | +10.2% | -6.6% | -0.4% |
| 1Y | +5.9% | +36.9% | -31.0% | -4.4% |
| 3Y | +21.3% | +47.0% | -25.7% | +4.4% |
| 5Y | +46.2% | +63.1% | -17.0% | +18.3% |
| 10Y | +151.5% | +68.2% | +83.3% | +61.0% |
| All | +151.5% | +69.4% | +82.1% | +61.0% |
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