+572.1%
ON vs DD
+67.0%
+505.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.7% | -0.8% |
| 7D | -4.7% | -2.9% | -1.8% | -2.4% |
| 30D | -13.5% | -11.5% | -2.0% | -4.5% |
| 3M | -36.3% | -5.4% | -30.9% | -33.3% |
| 6M | +17.8% | -6.9% | +24.7% | +25.4% |
| YTD | +29.6% | +6.9% | +22.7% | +23.3% |
| 1Y | +45.8% | +35.6% | +10.2% | +13.4% |
| 3Y | -28.3% | +42.5% | -70.9% | -47.0% |
| 5Y | +49.6% | +58.5% | -8.8% | +3.2% |
| All | +572.1% | +67.0% | +505.1% | +309.6% |
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