+657.6%
STM vs DD
+69.4%
+588.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | +5.2% | -0.6% | +5.8% | +5.6% |
| 30D | -7.4% | -7.4% | +0.1% | -2.2% |
| 3M | -30.6% | -6.4% | -24.2% | -27.2% |
| 6M | +66.4% | -2.5% | +68.9% | +70.6% |
| YTD | +101.1% | +10.2% | +90.9% | +90.1% |
| 1Y | +97.4% | +36.9% | +60.4% | +59.0% |
| 3Y | +21.1% | +47.0% | -25.9% | -8.0% |
| 5Y | +22.5% | +63.1% | -40.7% | -13.8% |
| 10Y | +657.6% | +68.2% | +589.4% | +363.3% |
| All | +657.6% | +69.4% | +588.2% | +363.3% |
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