+523.3%
ON vs DD
+97.1%
+426.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.6% | -3.0% | -3.1% |
| 7D | +12.2% | +5.0% | +7.3% | +8.0% |
| 30D | -3.1% | +19.7% | -22.8% | -16.3% |
| 3M | -12.9% | +7.2% | -20.1% | -17.6% |
| 6M | -38.6% | +1.0% | -39.6% | -38.8% |
| YTD | +31.2% | +29.1% | +2.1% | +7.2% |
| 1Y | +47.6% | +28.5% | +19.2% | +21.1% |
| 3Y | +6.6% | +89.4% | -82.8% | -36.8% |
| 5Y | +21.3% | +67.1% | -45.9% | -20.5% |
| All | +523.3% | +97.1% | +426.2% | +248.4% |
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