-53.7%
SMR vs DD
+72.7%
-126.4%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.7% | -2.9% |
| 7D | -8.3% | +5.0% | -13.2% | -11.3% |
| 30D | -20.1% | +19.7% | -39.8% | -29.5% |
| 3M | -52.7% | +7.2% | -59.9% | -54.8% |
| 6M | -61.0% | +1.0% | -62.1% | -61.0% |
| YTD | -67.1% | +29.1% | -96.2% | -72.0% |
| 1Y | -79.9% | +28.5% | -108.3% | -82.8% |
| 3Y | +101.7% | +89.4% | +12.3% | +34.9% |
| All | -53.7% | +72.7% | -126.4% | -70.9% |
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