+4,789.7%
SITM vs DD
+75.5%
+4,714.2%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.3% | +5.8% | +5.8% |
| 7D | +3.9% | -3.5% | +7.3% | +7.1% |
| 30D | -6.6% | -11.7% | +5.1% | +4.2% |
| 3M | -11.9% | -9.2% | -2.6% | -5.1% |
| 6M | +81.1% | -7.2% | +88.3% | +91.2% |
| YTD | +80.0% | +6.6% | +73.4% | +65.0% |
| 1Y | +145.8% | +32.0% | +113.8% | +83.0% |
| 3Y | +475.9% | +42.1% | +433.7% | +304.0% |
| 5Y | +189.2% | +58.1% | +131.2% | +88.0% |
| All | +4,789.7% | +75.5% | +4,714.2% | +2,683.6% |
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