+24.2%
FFIV vs DD
+41.5%
-17.3%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | -1.0% | -3.5% | +2.6% | 0.0% |
| 30D | -5.1% | -10.3% | +5.2% | -2.4% |
| 3M | -4.5% | -7.5% | +3.1% | -2.6% |
| 6M | +36.5% | -8.0% | +44.5% | +38.9% |
| YTD | +53.0% | +10.5% | +42.5% | +48.6% |
| 1Y | +24.2% | +38.3% | -14.1% | +14.0% |
| All | +24.2% | +41.5% | -17.3% | +14.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling