-47.8%
S vs DD
+75.9%
-123.7%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.1% |
| 7D | +2.0% | +5.0% | -3.0% | -0.2% |
| 30D | -2.7% | +19.7% | -22.4% | -10.5% |
| 3M | -6.9% | +7.2% | -14.1% | -10.0% |
| 6M | +38.1% | +1.0% | +37.0% | +36.4% |
| YTD | +48.0% | +29.1% | +18.9% | +27.4% |
| 1Y | +34.5% | +28.5% | +6.0% | +15.7% |
| 3Y | +38.3% | +89.4% | -51.1% | -7.9% |
| 5Y | -70.9% | +67.1% | -138.0% | -80.5% |
| All | -47.8% | +75.9% | -123.7% | -65.7% |
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