+52.3%
O vs DD
+67.8%
-15.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.6% | +1.1% | -0.7% |
| 7D | -2.3% | -3.8% | +1.5% | -1.2% |
| 30D | -2.4% | -9.2% | +6.8% | +0.3% |
| 3M | -0.6% | -9.0% | +8.4% | +1.8% |
| 6M | -5.0% | -5.0% | 0.0% | -4.4% |
| YTD | +10.4% | +7.4% | +3.0% | +6.6% |
| 1Y | +6.6% | +35.1% | -28.6% | -4.7% |
| 3Y | +28.4% | +43.2% | -14.8% | +9.3% |
| 5Y | +15.3% | +59.6% | -44.4% | -8.0% |
| All | +52.3% | +67.8% | -15.5% | -0.9% |
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