+345.2%
IR vs DD
+70.5%
+274.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +5.9% | -1.2% | +1.3% |
| 7D | +5.0% | +9.8% | -4.8% | -0.8% |
| 30D | +10.3% | +19.3% | -9.0% | -0.7% |
| 3M | -0.1% | +9.4% | -9.5% | -5.5% |
| 6M | +14.8% | +4.8% | +10.0% | +11.0% |
| YTD | +9.7% | +30.2% | -20.5% | -7.0% |
| 1Y | +12.2% | +32.2% | -20.0% | -5.8% |
| 3Y | +30.0% | +93.1% | -63.1% | -15.0% |
| 5Y | +46.8% | +68.0% | -21.2% | +2.3% |
| All | +345.2% | +70.5% | +274.7% | +166.6% |
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