+209.8%
RF vs DD
+98.3%
+111.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.1% |
| 7D | +0.4% | +6.7% | -6.4% | -3.9% |
| 30D | +5.6% | +19.4% | -13.9% | -6.4% |
| 3M | -8.9% | +7.6% | -16.5% | -13.9% |
| 6M | +7.1% | +2.9% | +4.2% | +3.4% |
| YTD | +8.3% | +29.9% | -21.6% | -11.9% |
| 1Y | +16.8% | +28.6% | -11.8% | -4.4% |
| 3Y | +115.0% | +90.0% | +25.0% | +27.6% |
| 5Y | +46.4% | +68.1% | -21.7% | -6.4% |
| All | +209.8% | +98.3% | +111.5% | +37.9% |
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