+1,001.8%
TER vs DD
+105.4%
+896.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +5.9% | +6.8% | +8.8% |
| 7D | -5.8% | +9.8% | -15.5% | -11.0% |
| 30D | -38.9% | +19.3% | -58.2% | -45.5% |
| 3M | -35.1% | +9.4% | -44.5% | -38.6% |
| 6M | -31.6% | +4.8% | -36.4% | -33.2% |
| YTD | +27.2% | +30.2% | -3.0% | +9.2% |
| 1Y | +35.2% | +32.2% | +3.0% | +15.0% |
| 3Y | +192.8% | +93.1% | +99.7% | +94.4% |
| 5Y | +72.4% | +68.0% | +4.4% | +23.3% |
| 10Y | +1,001.8% | +98.5% | +903.4% | +607.6% |
| All | +1,001.8% | +105.4% | +896.5% | +607.6% |
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