+3,553.2%
FIX vs DD
+97.1%
+3,456.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.0% |
| 7D | +9.4% | +5.0% | +4.5% | +6.5% |
| 30D | -27.8% | +19.7% | -47.5% | -34.8% |
| 3M | -35.6% | +7.2% | -42.7% | -37.9% |
| 6M | -45.2% | +1.0% | -46.3% | -45.4% |
| YTD | +19.5% | +29.1% | -9.6% | +3.2% |
| 1Y | +24.2% | +28.5% | -4.2% | +7.5% |
| 3Y | +494.2% | +89.4% | +404.7% | +298.4% |
| 5Y | +1,036.1% | +67.1% | +969.0% | +699.7% |
| All | +3,553.2% | +97.1% | +3,456.1% | +1,858.3% |
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