+424.9%
MAR vs DD
+67.0%
+357.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.3% | -0.5% |
| 7D | -2.1% | -2.9% | +0.8% | -0.6% |
| 30D | -5.7% | -11.5% | +5.8% | +0.4% |
| 3M | -14.6% | -5.4% | -9.2% | -12.5% |
| 6M | +1.3% | -6.9% | +8.3% | +3.9% |
| YTD | +6.7% | +6.9% | -0.2% | +1.4% |
| 1Y | +26.4% | +35.6% | -9.2% | +5.4% |
| 3Y | +64.7% | +42.5% | +22.2% | +28.9% |
| 5Y | +153.1% | +58.5% | +94.6% | +83.0% |
| All | +424.9% | +67.0% | +357.9% | +232.0% |
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