+652.6%
P vs DD
+100.9%
+551.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -2.0% | -1.4% |
| 7D | -13.3% | +2.2% | -15.5% | -14.0% |
| 30D | -34.0% | +20.7% | -54.7% | -40.1% |
| 3M | +4.1% | +11.3% | -7.2% | -1.4% |
| 6M | +30.5% | +6.0% | +24.5% | +27.0% |
| YTD | +52.2% | +31.7% | +20.5% | +31.8% |
| 1Y | +10.3% | +32.2% | -22.0% | -4.8% |
| 3Y | +180.9% | +92.7% | +88.2% | +94.3% |
| 5Y | +259.7% | +72.1% | +187.6% | +158.4% |
| 10Y | +652.6% | +99.7% | +553.0% | +456.8% |
| All | +652.6% | +100.9% | +551.7% | +456.8% |
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