+217.0%
W vs DD
+100.9%
+116.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.1% | -4.8% | -4.6% |
| 7D | +1.1% | +2.2% | -1.2% | -0.8% |
| 30D | +6.4% | +20.7% | -14.3% | -9.4% |
| 3M | +9.0% | +11.3% | -2.4% | -1.2% |
| 6M | +69.8% | +6.0% | +63.8% | +60.2% |
| YTD | +12.1% | +31.7% | -19.6% | -13.7% |
| 1Y | 0.0% | +32.2% | -32.2% | -23.1% |
| 3Y | +160.3% | +92.7% | +67.7% | +50.5% |
| 5Y | -53.3% | +72.1% | -125.4% | -70.1% |
| 10Y | +217.0% | +99.7% | +117.3% | +26.4% |
| All | +217.0% | +100.9% | +116.0% | +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