+205.0%
HD vs DD
+69.4%
+135.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.2% |
| 7D | -1.2% | -0.6% | -0.6% | -1.0% |
| 30D | -11.1% | -7.4% | -3.7% | -8.6% |
| 3M | +2.0% | -6.4% | +8.5% | +4.4% |
| 6M | -10.5% | -2.5% | -8.0% | -10.3% |
| YTD | -6.9% | +10.2% | -17.1% | -11.2% |
| 1Y | -23.2% | +36.9% | -60.1% | -33.0% |
| 3Y | +3.1% | +47.0% | -43.9% | -14.7% |
| 5Y | +7.4% | +63.1% | -55.8% | -16.6% |
| 10Y | +205.0% | +68.2% | +136.8% | +102.2% |
| All | +205.0% | +69.4% | +135.6% | +102.2% |
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