+68.4%
T vs DD
+64.9%
+3.5%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.6% | +0.8% | -1.1% |
| 7D | -3.1% | -3.8% | +0.7% | -2.2% |
| 30D | +4.6% | -9.2% | +13.8% | +7.0% |
| 3M | +12.2% | -9.0% | +21.2% | +14.5% |
| 6M | -6.5% | -5.0% | -1.5% | -6.0% |
| YTD | +4.9% | +7.4% | -2.5% | +1.7% |
| 1Y | -10.5% | +35.1% | -45.6% | -18.7% |
| 3Y | +104.6% | +43.2% | +61.4% | +78.1% |
| 5Y | +64.2% | +59.6% | +4.6% | +34.8% |
| 10Y | +68.4% | +66.5% | +1.9% | +23.0% |
| All | +68.4% | +64.9% | +3.5% | +23.0% |
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