+311.2%
SPY vs DD
+67.0%
+244.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.4% |
| 7D | -2.0% | -2.9% | +0.9% | -0.9% |
| 30D | -1.7% | -11.5% | +9.8% | +2.8% |
| 3M | +4.7% | -5.4% | +10.1% | +6.6% |
| 6M | +12.5% | -6.9% | +19.4% | +14.6% |
| YTD | +11.7% | +6.9% | +4.8% | +7.6% |
| 1Y | +17.5% | +35.6% | -18.2% | +2.7% |
| 3Y | +76.6% | +42.5% | +34.0% | +47.3% |
| 5Y | +82.0% | +58.5% | +23.6% | +42.9% |
| All | +311.2% | +67.0% | +244.2% | +179.2% |
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