+265.2%
SU vs DD
+66.6%
+198.6%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.1% | 0.0% |
| 7D | +2.2% | -3.5% | +5.7% | +4.0% |
| 30D | +8.4% | -11.7% | +20.1% | +14.9% |
| 3M | +12.1% | -9.2% | +21.3% | +16.7% |
| 6M | +19.7% | -7.2% | +26.9% | +21.4% |
| YTD | +58.4% | +6.6% | +51.8% | +48.4% |
| 1Y | +67.2% | +32.0% | +35.2% | +38.6% |
| 3Y | +125.0% | +42.1% | +82.9% | +72.1% |
| 5Y | +355.1% | +58.1% | +297.0% | +216.7% |
| All | +265.2% | +66.6% | +198.6% | +88.8% |
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