+3,604.4%
FIX vs DD
+98.3%
+3,506.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.2% | -2.5% |
| 7D | +17.0% | +6.7% | +10.3% | +12.8% |
| 30D | -30.6% | +19.4% | -50.0% | -37.2% |
| 3M | -35.0% | +7.6% | -42.7% | -37.6% |
| 6M | -44.0% | +2.9% | -46.8% | -44.7% |
| YTD | +21.1% | +29.9% | -8.7% | +4.2% |
| 1Y | +16.3% | +28.6% | -12.4% | +0.5% |
| 3Y | +507.4% | +90.0% | +417.4% | +306.6% |
| 5Y | +1,052.1% | +68.1% | +983.9% | +708.0% |
| All | +3,604.4% | +98.3% | +3,506.1% | +1,878.7% |
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