+247.2%
HD vs DD
+100.9%
+146.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -1.1% |
| 7D | +5.2% | +2.2% | +3.0% | +4.2% |
| 30D | +20.7% | +20.7% | 0.0% | +12.1% |
| 3M | +0.8% | +11.3% | -10.5% | -3.6% |
| 6M | +12.2% | +6.0% | +6.2% | +8.9% |
| YTD | +4.2% | +31.7% | -27.5% | -7.4% |
| 1Y | -2.6% | +32.2% | -34.8% | -13.6% |
| 3Y | +30.0% | +92.7% | -62.7% | -3.2% |
| 5Y | +8.1% | +72.1% | -64.0% | -17.5% |
| 10Y | +247.2% | +99.7% | +147.5% | +124.1% |
| All | +247.2% | +100.9% | +146.2% | +124.1% |
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