+162.2%
W vs DD
+64.9%
+97.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.6% | +2.7% | +2.3% |
| 7D | +5.9% | -3.8% | +9.7% | +9.2% |
| 30D | -3.0% | -9.2% | +6.2% | +4.9% |
| 3M | +40.3% | -9.0% | +49.3% | +51.6% |
| 6M | +32.2% | -5.0% | +37.2% | +36.3% |
| YTD | -0.3% | +7.4% | -7.7% | -8.3% |
| 1Y | +16.2% | +35.1% | -19.0% | -12.8% |
| 3Y | +40.7% | +43.2% | -2.5% | +3.9% |
| 5Y | -62.3% | +59.6% | -122.0% | -73.6% |
| 10Y | +162.2% | +66.5% | +95.7% | +19.4% |
| All | +162.2% | +64.9% | +97.3% | +19.4% |
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