+284.9%
IR vs DD
+44.3%
+240.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | +0.6% | -0.6% | +1.2% | +1.0% |
| 30D | -13.6% | -7.4% | -6.2% | -9.7% |
| 3M | +3.7% | -6.4% | +10.1% | +7.6% |
| 6M | -13.1% | -2.5% | -10.6% | -12.3% |
| YTD | -5.1% | +10.2% | -15.4% | -11.1% |
| 1Y | -6.5% | +36.9% | -43.4% | -23.2% |
| 3Y | +8.5% | +47.0% | -38.5% | -16.7% |
| 5Y | +43.3% | +63.1% | -19.8% | +1.6% |
| All | +284.9% | +44.3% | +240.6% | +154.7% |
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