+3,800.0%
FIX vs DD
+105.4%
+3,694.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +5.9% | +3.5% | +5.9% |
| 7D | -7.2% | +9.8% | -17.0% | -11.7% |
| 30D | -35.1% | +19.3% | -54.5% | -41.3% |
| 3M | -34.3% | +9.4% | -43.6% | -37.4% |
| 6M | -42.9% | +4.8% | -47.7% | -44.3% |
| YTD | +19.5% | +30.2% | -10.8% | +2.6% |
| 1Y | +16.8% | +32.2% | -15.4% | -0.6% |
| 3Y | +506.7% | +93.1% | +413.6% | +302.5% |
| 5Y | +1,046.7% | +68.0% | +978.7% | +705.0% |
| 10Y | +3,800.0% | +98.5% | +3,701.5% | +2,007.7% |
| All | +3,800.0% | +105.4% | +3,694.6% | +2,007.7% |
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