+103.8%
FFIV vs DD
+90.7%
+13.1%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.9% | -3.7% | +0.3% |
| 7D | -2.1% | +9.8% | -11.9% | -5.1% |
| 30D | -33.8% | +19.3% | -53.1% | -37.6% |
| 3M | -20.6% | +9.4% | -30.0% | -23.1% |
| 6M | -10.2% | +4.8% | -15.0% | -12.0% |
| YTD | +24.5% | +30.2% | -5.8% | +12.7% |
| 1Y | +29.3% | +32.2% | -2.9% | +16.4% |
| 3Y | +103.8% | +93.1% | +10.7% | +48.9% |
| All | +103.8% | +90.7% | +13.1% | +48.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling