+380.3%
NDAQ vs DD
+64.9%
+315.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.6% | +1.7% | 0.0% |
| 7D | -1.6% | -3.8% | +2.2% | -0.4% |
| 30D | -1.5% | -9.2% | +7.8% | +1.5% |
| 3M | +8.0% | -9.0% | +17.0% | +11.0% |
| 6M | +7.7% | -5.0% | +12.7% | +8.4% |
| YTD | -2.3% | +7.4% | -9.7% | -6.2% |
| 1Y | +0.6% | +35.1% | -34.6% | -11.1% |
| 3Y | +90.9% | +43.2% | +47.7% | +61.4% |
| 5Y | +52.5% | +59.6% | -7.2% | +21.7% |
| 10Y | +380.3% | +66.5% | +313.8% | +219.8% |
| All | +380.3% | +64.9% | +315.3% | +219.8% |
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