+1,895.7%
TER vs DD
+64.9%
+1,830.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.6% | +5.7% | +4.8% |
| 7D | +12.4% | -3.8% | +16.1% | +15.2% |
| 30D | +5.1% | -9.2% | +14.4% | +12.1% |
| 3M | +4.0% | -9.0% | +13.0% | +10.7% |
| 6M | +29.5% | -5.0% | +34.5% | +35.8% |
| YTD | +98.5% | +7.4% | +91.1% | +92.8% |
| 1Y | +234.1% | +35.1% | +199.0% | +179.9% |
| 3Y | +289.0% | +43.2% | +245.8% | +210.6% |
| 5Y | +228.2% | +59.6% | +168.5% | +144.7% |
| 10Y | +1,895.7% | +66.5% | +1,829.2% | +1,239.7% |
| All | +1,895.7% | +64.9% | +1,830.7% | +1,239.7% |
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