+162.0%
SO vs DD
+64.9%
+97.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | -0.2% |
| 7D | 0.0% | -3.8% | +3.8% | +0.7% |
| 30D | -2.5% | -9.2% | +6.7% | -0.7% |
| 3M | -4.2% | -9.0% | +4.8% | -2.7% |
| 6M | -7.7% | -5.0% | -2.7% | -7.3% |
| YTD | +3.8% | +7.4% | -3.6% | +1.4% |
| 1Y | +0.1% | +35.1% | -35.1% | -7.1% |
| 3Y | +44.2% | +43.2% | +1.0% | +29.5% |
| 5Y | +57.9% | +59.6% | -1.8% | +35.0% |
| 10Y | +162.0% | +66.5% | +95.5% | +83.6% |
| All | +162.0% | +64.9% | +97.0% | +83.6% |
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