+504.4%
NOW vs DD
+98.3%
+406.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.5% | -1.9% |
| 7D | -1.7% | +6.7% | -8.4% | -3.8% |
| 30D | -27.4% | +19.4% | -46.8% | -31.7% |
| 3M | -19.4% | +7.6% | -27.1% | -21.7% |
| 6M | +13.1% | +2.9% | +10.2% | +11.1% |
| YTD | -34.3% | +29.9% | -64.2% | -41.5% |
| 1Y | -41.8% | +28.6% | -70.4% | -48.0% |
| 3Y | -20.7% | +90.0% | -110.7% | -40.6% |
| 5Y | -27.2% | +68.1% | -95.4% | -43.8% |
| All | +504.4% | +98.3% | +406.1% | +287.4% |
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