+140.2%
NI vs DD
+66.6%
+73.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.2% | 0.0% |
| 7D | 0.0% | -3.5% | +3.5% | +0.9% |
| 30D | -1.4% | -11.7% | +10.3% | +1.4% |
| 3M | -10.6% | -9.2% | -1.3% | -8.7% |
| 6M | -9.3% | -7.2% | -2.1% | -8.3% |
| YTD | +1.1% | +6.6% | -5.5% | -1.4% |
| 1Y | +3.4% | +32.0% | -28.6% | -4.7% |
| 3Y | +67.9% | +42.1% | +25.7% | +49.0% |
| 5Y | +98.0% | +58.1% | +39.9% | +67.3% |
| All | +140.2% | +66.6% | +73.6% | +65.4% |
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