+40.9%
FFIV vs DD
+71.8%
-30.9%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.9% | -3.7% | -0.2% |
| 7D | -2.1% | +9.8% | -11.9% | -5.8% |
| 30D | -33.8% | +19.3% | -53.1% | -38.5% |
| 3M | -20.6% | +9.4% | -30.0% | -23.7% |
| 6M | -10.2% | +4.8% | -15.0% | -12.5% |
| YTD | +24.5% | +30.2% | -5.8% | +9.8% |
| 1Y | +29.3% | +32.2% | -2.9% | +13.3% |
| 3Y | +103.8% | +93.1% | +10.7% | +44.7% |
| 5Y | +40.9% | +68.0% | -27.1% | +2.7% |
| All | +40.9% | +71.8% | -30.9% | +2.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling