+386.4%
V vs DD
+69.3%
+317.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.6% |
| 7D | -1.1% | -0.6% | -0.5% | -0.9% |
| 30D | +1.9% | -7.4% | +9.3% | +4.7% |
| 3M | +15.5% | -6.4% | +22.0% | +17.9% |
| 6M | +16.6% | -2.5% | +19.1% | +16.2% |
| YTD | +5.7% | +10.2% | -4.5% | 0.0% |
| 1Y | +8.6% | +36.9% | -28.4% | -6.2% |
| 3Y | +52.5% | +47.0% | +5.5% | +23.5% |
| 5Y | +67.1% | +63.1% | +4.0% | +26.4% |
| All | +386.4% | +69.3% | +317.1% | +216.6% |
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