+293.0%
LOW vs DD
+97.1%
+195.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.4% |
| 7D | +1.4% | +5.0% | -3.5% | -0.7% |
| 30D | +21.7% | +19.7% | +2.0% | +12.2% |
| 3M | +5.0% | +7.2% | -2.2% | +1.4% |
| 6M | +4.6% | +1.0% | +3.6% | +3.2% |
| YTD | -3.5% | +29.1% | -32.6% | -15.0% |
| 1Y | +0.5% | +28.5% | -27.9% | -11.3% |
| 3Y | +24.8% | +89.4% | -64.6% | -10.3% |
| 5Y | +6.5% | +67.1% | -60.7% | -20.7% |
| All | +293.0% | +97.1% | +195.8% | +141.8% |
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