+488.5%
NDAQ vs DD
+97.1%
+391.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | 0.0% |
| 7D | +1.3% | +5.0% | -3.7% | -0.3% |
| 30D | +18.0% | +19.7% | -1.7% | +11.2% |
| 3M | +11.5% | +7.2% | +4.3% | +8.7% |
| 6M | +21.1% | +1.0% | +20.0% | +19.9% |
| YTD | +12.8% | +29.1% | -16.3% | +1.9% |
| 1Y | +25.7% | +28.5% | -2.8% | +13.7% |
| 3Y | +116.8% | +89.4% | +27.4% | +66.9% |
| 5Y | +67.3% | +67.1% | +0.1% | +32.0% |
| All | +488.5% | +97.1% | +391.3% | +286.5% |
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