+231.7%
RF vs DD
+99.0%
+132.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.3% |
| 7D | -1.3% | +3.2% | -4.6% | -3.5% |
| 30D | +4.6% | +20.3% | -15.6% | -7.7% |
| 3M | -8.4% | +8.2% | -16.6% | -13.7% |
| 6M | +8.9% | +3.4% | +5.4% | +4.8% |
| YTD | +8.8% | +30.6% | -21.8% | -11.8% |
| 1Y | +18.9% | +30.6% | -11.7% | -3.7% |
| 3Y | +116.0% | +91.1% | +24.9% | +27.8% |
| 5Y | +46.0% | +68.6% | -22.6% | -6.7% |
| 10Y | +231.7% | +99.9% | +131.8% | +52.6% |
| All | +231.7% | +99.0% | +132.7% | +52.6% |
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