+242.8%
FFIV vs DD
+64.9%
+177.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.6% | +6.4% | +4.9% |
| 7D | +3.5% | -3.8% | +7.2% | +4.9% |
| 30D | -1.3% | -9.2% | +7.9% | +2.4% |
| 3M | +2.4% | -9.0% | +11.4% | +5.9% |
| 6M | +41.8% | -5.0% | +46.8% | +43.3% |
| YTD | +58.5% | +7.4% | +51.1% | +52.4% |
| 1Y | +24.3% | +35.1% | -10.8% | +8.5% |
| 3Y | +152.0% | +43.2% | +108.8% | +109.5% |
| 5Y | +99.1% | +59.6% | +39.5% | +56.0% |
| 10Y | +242.8% | +66.5% | +176.2% | +139.5% |
| All | +242.8% | +64.9% | +177.8% | +139.5% |
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 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