+94.9%
FFIV vs DD
+88.8%
+6.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.1% | -2.5% |
| 7D | -0.5% | +5.0% | -5.5% | -2.1% |
| 30D | -32.4% | +19.7% | -52.1% | -36.4% |
| 3M | -25.7% | +7.2% | -32.9% | -27.5% |
| 6M | -13.5% | +1.0% | -14.5% | -14.2% |
| YTD | +21.1% | +29.1% | -8.0% | +10.0% |
| 1Y | +29.4% | +28.5% | +0.9% | +17.7% |
| 3Y | +94.9% | +89.4% | +5.4% | +45.5% |
| All | +94.9% | +88.8% | +6.1% | +45.5% |
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 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