+3,759.0%
FIX vs DD
+99.0%
+3,660.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.8% | +5.8% | +5.5% |
| 7D | +6.4% | +3.2% | +3.2% | +4.8% |
| 30D | -29.1% | +20.3% | -49.4% | -36.1% |
| 3M | -31.1% | +8.2% | -39.3% | -34.0% |
| 6M | -42.8% | +3.4% | -46.2% | -43.8% |
| YTD | +24.6% | +30.6% | -6.0% | +6.9% |
| 1Y | +21.9% | +30.6% | -8.7% | +4.5% |
| 3Y | +524.9% | +91.1% | +433.8% | +316.9% |
| 5Y | +1,092.2% | +68.6% | +1,023.6% | +734.8% |
| 10Y | +3,759.0% | +99.9% | +3,659.1% | +1,964.1% |
| All | +3,759.0% | +99.0% | +3,660.0% | +1,964.1% |
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