+995.4%
TER vs DD
+97.1%
+898.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.6% | -4.8% | -5.0% |
| 7D | +14.4% | +5.0% | +9.4% | +11.0% |
| 30D | -30.6% | +19.7% | -50.3% | -38.2% |
| 3M | -39.2% | +7.2% | -46.4% | -41.7% |
| 6M | -31.3% | +1.0% | -32.3% | -31.3% |
| YTD | +29.1% | +29.1% | 0.0% | +11.4% |
| 1Y | +47.4% | +28.5% | +19.0% | +27.6% |
| 3Y | +191.2% | +89.4% | +101.8% | +95.5% |
| 5Y | +74.0% | +67.1% | +6.8% | +24.9% |
| All | +995.4% | +97.1% | +898.3% | +602.6% |
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