+65.2%
PR vs DD
+87.9%
-22.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.2% |
| 7D | -16.4% | +4.6% | -21.0% | -19.2% |
| 30D | -1.9% | +11.8% | -13.7% | -9.3% |
| 3M | +8.0% | +2.2% | +5.8% | +5.4% |
| 6M | +4.1% | -1.6% | +5.7% | +2.7% |
| YTD | +58.7% | +23.0% | +35.7% | +30.2% |
| 1Y | +75.8% | +26.9% | +48.9% | +40.6% |
| 3Y | +73.2% | +77.9% | -4.7% | +3.0% |
| 5Y | +230.1% | +59.9% | +170.3% | +109.2% |
| All | +65.2% | +87.9% | -22.7% | -14.1% |
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