-2.5%
FCUV vs DD
+0.1%
-2.6%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | +0.4% | -14.0% | -12.9% |
| 7D | +62.8% | -3.5% | +66.3% | +51.7% |
| 30D | +66.5% | -10.3% | +76.8% | +32.2% |
| 3M | +459.9% | -7.5% | +467.5% | +413.6% |
| All | -2.5% | +0.1% | -2.6% | -11.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling