+86.4%
F vs DD
+69.4%
+17.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.2% | -4.0% | -4.1% |
| 7D | +1.2% | -0.6% | +1.8% | +1.5% |
| 30D | +1.2% | -7.4% | +8.6% | +5.9% |
| 3M | -5.7% | -6.4% | +0.8% | -2.2% |
| 6M | +17.9% | -2.5% | +20.4% | +18.7% |
| YTD | +10.4% | +10.2% | +0.2% | +2.9% |
| 1Y | +25.3% | +36.9% | -11.6% | +1.9% |
| 3Y | +37.5% | +47.0% | -9.6% | +3.4% |
| 5Y | +46.5% | +63.1% | -16.6% | +3.3% |
| 10Y | +86.4% | +68.2% | +18.2% | +6.6% |
| All | +86.4% | +69.4% | +17.0% | +6.6% |
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