-26.3%
U vs DD
+132.7%
-159.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.1% | -3.2% | -2.9% |
| 7D | +24.4% | +2.2% | +22.1% | +21.8% |
| 30D | +7.4% | +20.7% | -13.3% | -6.3% |
| 3M | +16.8% | +11.3% | +5.5% | +7.3% |
| 6M | +78.8% | +6.0% | +72.8% | +68.6% |
| YTD | +14.0% | +31.7% | -17.7% | -11.4% |
| 1Y | +16.7% | +32.2% | -15.5% | -9.6% |
| 3Y | +86.4% | +92.7% | -6.3% | +7.6% |
| 5Y | -71.5% | +72.1% | -143.6% | -83.3% |
| All | -26.3% | +132.7% | -159.1% | -60.5% |
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