+3,601.2%
FIX vs DD
+98.3%
+3,502.9%
-53.3%
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 | +16.9% | +6.7% | +10.2% | +12.7% |
| 30D | -30.6% | +19.4% | -50.1% | -37.3% |
| 3M | -35.1% | +7.6% | -42.7% | -37.6% |
| 6M | -44.0% | +2.9% | -46.9% | -44.8% |
| YTD | +21.0% | +29.9% | -8.8% | +4.1% |
| 1Y | +16.2% | +28.6% | -12.5% | +0.4% |
| 3Y | +506.9% | +90.0% | +416.9% | +306.2% |
| 5Y | +1,051.1% | +68.1% | +982.9% | +707.3% |
| All | +3,601.2% | +98.3% | +3,502.9% | +1,877.0% |
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