+72.2%
F vs DD
+100.9%
-28.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.1% | -3.0% | -2.6% |
| 7D | -0.2% | +2.2% | -2.5% | -1.7% |
| 30D | +0.9% | +20.7% | -19.8% | -10.1% |
| 3M | -11.3% | +11.3% | -22.7% | -17.3% |
| 6M | +2.0% | +6.0% | -3.9% | -2.4% |
| YTD | -3.2% | +31.7% | -34.9% | -19.3% |
| 1Y | -3.5% | +32.2% | -35.7% | -19.7% |
| 3Y | +48.1% | +92.7% | -44.6% | -5.5% |
| 5Y | -13.5% | +72.1% | -85.6% | -41.3% |
| 10Y | +72.2% | +99.7% | -27.5% | -11.7% |
| All | +72.2% | +100.9% | -28.8% | -11.7% |
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