+79.8%
F vs DD
+87.9%
-8.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -1.3% |
| 7D | +1.6% | +4.6% | -3.1% | -1.6% |
| 30D | +2.6% | +11.8% | -9.1% | -4.3% |
| 3M | -8.8% | +2.2% | -11.0% | -10.6% |
| 6M | +4.6% | -1.6% | +6.3% | +4.6% |
| YTD | -1.9% | +23.0% | -24.9% | -14.8% |
| 1Y | -0.8% | +26.9% | -27.7% | -15.5% |
| 3Y | +43.5% | +77.9% | -34.4% | -4.0% |
| 5Y | -12.1% | +59.9% | -71.9% | -37.7% |
| All | +79.8% | +87.9% | -8.1% | -4.6% |
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