-37.8%
U vs DD
+89.8%
-127.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | +1.3% |
| 7D | +4.4% | -3.8% | +8.1% | +7.1% |
| 30D | -1.3% | -9.2% | +7.9% | +5.4% |
| 3M | +49.6% | -9.0% | +58.6% | +58.7% |
| 6M | +100.2% | -5.0% | +105.1% | +102.0% |
| YTD | -3.7% | +7.4% | -11.1% | -13.0% |
| 1Y | -6.5% | +35.1% | -41.6% | -29.6% |
| 3Y | +12.9% | +43.2% | -30.3% | -19.0% |
| 5Y | -68.3% | +59.6% | -127.9% | -78.7% |
| All | -37.8% | +89.8% | -127.5% | -61.2% |
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