+730.4%
P vs DD
+69.3%
+661.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.7% |
| 7D | +7.8% | -0.6% | +8.4% | +8.1% |
| 30D | +12.3% | -7.4% | +19.7% | +16.9% |
| 3M | +37.1% | -6.4% | +43.5% | +42.0% |
| 6M | +66.1% | -2.5% | +68.5% | +68.0% |
| YTD | +50.9% | +10.2% | +40.7% | +43.3% |
| 1Y | +27.2% | +36.9% | -9.7% | +7.4% |
| 3Y | +158.7% | +47.0% | +111.7% | +105.4% |
| 5Y | +291.1% | +63.1% | +228.0% | +188.1% |
| All | +730.4% | +69.3% | +661.1% | +510.3% |
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