+498.8%
MAR vs DD
+97.1%
+401.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.1% |
| 7D | +1.6% | +5.0% | -3.3% | -1.0% |
| 30D | +13.8% | +19.7% | -5.9% | +3.3% |
| 3M | +20.3% | +7.2% | +13.1% | +15.3% |
| 6M | +21.3% | +1.0% | +20.3% | +19.2% |
| YTD | +37.2% | +29.1% | +8.1% | +17.6% |
| 1Y | +48.4% | +28.5% | +20.0% | +27.5% |
| 3Y | +120.1% | +89.4% | +30.7% | +47.7% |
| 5Y | +182.1% | +67.1% | +114.9% | +99.3% |
| All | +498.8% | +97.1% | +401.7% | +246.4% |
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