+78.7%
PR vs DD
+99.0%
-20.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.8% | +3.6% | +3.3% |
| 7D | -0.5% | +3.2% | -3.7% | -2.7% |
| 30D | -4.6% | +20.3% | -24.9% | -16.1% |
| 3M | +4.7% | +8.2% | -3.5% | -1.7% |
| 6M | +12.4% | +3.4% | +9.0% | +7.1% |
| YTD | +62.9% | +30.6% | +32.2% | +28.2% |
| 1Y | +70.6% | +30.6% | +39.9% | +33.8% |
| 3Y | +90.0% | +91.1% | -1.1% | +7.4% |
| 5Y | +255.5% | +68.6% | +186.9% | +117.4% |
| 10Y | +78.7% | +99.9% | -21.1% | -8.9% |
| All | +78.7% | +99.0% | -20.3% | -8.9% |
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