+74,417.0%
FAST vs DD
+1,082.4%
+73,334.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.3% |
| 7D | +2.1% | +4.6% | -2.5% | +0.1% |
| 30D | +6.9% | +11.8% | -4.9% | +2.0% |
| 3M | +4.8% | +2.2% | +2.7% | +3.5% |
| 6M | +19.8% | -1.6% | +21.4% | +19.3% |
| YTD | +34.9% | +23.0% | +11.9% | +22.7% |
| 1Y | +32.8% | +26.9% | +5.8% | +19.2% |
| 3Y | +93.7% | +77.9% | +15.9% | +47.5% |
| 5Y | +105.3% | +59.9% | +45.4% | +60.1% |
| 10Y | +595.4% | +90.1% | +505.3% | +372.6% |
| All | +74,417.0% | +1,082.4% | +73,334.6% | +21,433.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling