+576.2%
FE vs DD
+496.5%
+79.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -0.9% | -0.6% |
| 7D | +1.9% | -3.5% | +5.5% | +2.7% |
| 30D | -1.2% | -10.3% | +9.2% | +1.1% |
| 3M | +3.5% | -7.5% | +11.0% | +5.0% |
| 6M | -6.1% | -8.0% | +1.9% | -5.0% |
| YTD | +7.6% | +10.5% | -2.9% | +4.3% |
| 1Y | +11.9% | +38.3% | -26.4% | +2.9% |
| 3Y | +48.4% | +42.5% | +5.9% | +33.0% |
| 5Y | +44.8% | +60.2% | -15.4% | +24.4% |
| 10Y | +115.9% | +68.9% | +47.0% | +72.5% |
| All | +576.2% | +496.5% | +79.7% | +272.5% |
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