+64.4%
UL vs DD
+66.6%
-2.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.7% |
| 7D | -3.4% | -3.5% | +0.1% | -2.8% |
| 30D | +0.5% | -11.7% | +12.1% | +2.7% |
| 3M | +7.2% | -9.2% | +16.5% | +9.0% |
| 6M | -3.1% | -7.2% | +4.1% | -2.2% |
| YTD | -2.7% | +6.6% | -9.3% | -4.4% |
| 1Y | -10.2% | +32.0% | -42.2% | -15.4% |
| 3Y | +20.3% | +42.1% | -21.9% | +9.8% |
| 5Y | +19.9% | +58.1% | -38.1% | +5.5% |
| All | +64.4% | +66.6% | -2.2% | +26.4% |
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