+67.2%
F vs DD
+98.3%
-31.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.3% | -2.5% |
| 7D | -3.9% | +6.7% | -10.6% | -7.5% |
| 30D | -0.5% | +19.4% | -19.9% | -10.8% |
| 3M | -12.9% | +7.6% | -20.5% | -17.2% |
| 6M | +1.5% | +2.9% | -1.3% | -1.1% |
| YTD | -5.0% | +29.9% | -34.9% | -20.2% |
| 1Y | -7.3% | +28.6% | -36.0% | -21.7% |
| 3Y | +45.3% | +90.0% | -44.7% | -6.6% |
| 5Y | -15.8% | +68.1% | -83.9% | -42.1% |
| All | +67.2% | +98.3% | -31.1% | -15.0% |
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