+61.4%
T vs DD
+99.0%
-37.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.7% |
| 7D | +2.0% | +3.2% | -1.3% | +1.1% |
| 30D | -1.0% | +20.3% | -21.3% | -5.5% |
| 3M | -8.1% | +8.2% | -16.3% | -10.1% |
| 6M | -8.3% | +3.4% | -11.7% | -9.5% |
| YTD | -6.1% | +30.6% | -36.7% | -13.3% |
| 1Y | -7.4% | +30.6% | -38.0% | -14.6% |
| 3Y | +65.4% | +91.1% | -25.7% | +33.4% |
| 5Y | +57.6% | +68.6% | -10.9% | +29.3% |
| 10Y | +61.4% | +99.9% | -38.5% | +16.3% |
| All | +61.4% | +99.0% | -37.6% | +16.3% |
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