+568.6%
SE vs DD
+20.2%
+548.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.6% | -1.5% | -2.8% |
| 7D | -3.6% | -3.8% | +0.1% | -1.8% |
| 30D | -5.3% | -9.2% | +3.9% | -0.7% |
| 3M | +28.1% | -9.0% | +37.1% | +33.9% |
| 6M | +20.7% | -5.0% | +25.6% | +22.6% |
| YTD | -14.8% | +7.4% | -22.2% | -18.6% |
| 1Y | -43.6% | +35.1% | -78.7% | -52.2% |
| 3Y | +184.2% | +43.2% | +141.0% | +127.4% |
| 5Y | -66.3% | +59.6% | -125.9% | -74.1% |
| All | +568.6% | +20.2% | +548.3% | +409.8% |
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