+463.1%
STM vs DD
+99.0%
+364.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.8% | +4.3% | +4.1% |
| 7D | +1.4% | +3.2% | -1.8% | -0.5% |
| 30D | -8.4% | +20.3% | -28.6% | -19.4% |
| 3M | -15.8% | +8.2% | -24.0% | -20.2% |
| 6M | -22.8% | +3.4% | -26.2% | -24.1% |
| YTD | +79.4% | +30.6% | +48.7% | +50.6% |
| 1Y | +97.0% | +30.6% | +66.3% | +65.4% |
| 3Y | +14.2% | +91.1% | -76.9% | -27.2% |
| 5Y | -4.5% | +68.6% | -73.0% | -34.5% |
| 10Y | +463.1% | +99.9% | +363.2% | +215.4% |
| All | +463.1% | +99.0% | +364.1% | +215.4% |
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