-54.3%
S vs DD
+50.2%
-104.5%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.2% |
| 7D | -5.8% | -0.6% | -5.2% | -5.6% |
| 30D | -9.2% | -7.4% | -1.8% | -5.9% |
| 3M | +23.4% | -6.4% | +29.8% | +26.8% |
| 6M | +36.9% | -2.5% | +39.4% | +36.3% |
| YTD | +29.5% | +10.2% | +19.3% | +20.3% |
| 1Y | +5.4% | +36.9% | -31.5% | -13.9% |
| 3Y | +14.7% | +47.0% | -32.3% | -12.9% |
| 5Y | -71.5% | +63.1% | -134.7% | -78.6% |
| All | -54.3% | +50.2% | -104.5% | -67.6% |
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