+220.4%
W vs DD
+99.0%
+121.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +2.4% |
| 7D | -7.4% | +3.2% | -10.6% | -9.7% |
| 30D | +7.8% | +20.3% | -12.5% | -8.0% |
| 3M | +10.9% | +8.2% | +2.7% | +2.9% |
| 6M | +86.4% | +3.4% | +83.0% | +79.6% |
| YTD | +14.0% | +30.6% | -16.7% | -11.6% |
| 1Y | +3.5% | +30.6% | -27.1% | -19.6% |
| 3Y | +164.8% | +91.1% | +73.6% | +54.0% |
| 5Y | -53.1% | +68.6% | -121.7% | -69.5% |
| 10Y | +220.4% | +99.9% | +120.6% | +26.7% |
| All | +220.4% | +99.0% | +121.4% | +26.7% |
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