+195.7%
SO vs DD
+100.6%
+95.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.1% |
| 7D | -0.1% | +2.2% | -2.3% | -0.6% |
| 30D | +8.7% | +20.7% | -12.0% | +4.8% |
| 3M | +3.4% | +11.3% | -7.9% | +1.1% |
| 6M | +3.7% | +6.0% | -2.3% | +2.2% |
| YTD | +10.0% | +31.7% | -21.7% | +3.3% |
| 1Y | +6.6% | +32.2% | -25.6% | -0.1% |
| 3Y | +52.5% | +92.7% | -40.2% | +28.8% |
| 5Y | +76.1% | +72.1% | +3.9% | +49.8% |
| All | +195.7% | +100.6% | +95.1% | +104.0% |
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