+92.9%
FFIV vs DD
+61.3%
+31.6%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.6% |
| 7D | -1.0% | -3.5% | +2.6% | +0.5% |
| 30D | -5.1% | -10.3% | +5.2% | -0.9% |
| 3M | -4.5% | -7.5% | +3.1% | -1.6% |
| 6M | +36.5% | -8.0% | +44.5% | +39.9% |
| YTD | +53.0% | +10.5% | +42.5% | +44.9% |
| 1Y | +24.2% | +38.3% | -14.1% | +6.2% |
| 3Y | +137.2% | +42.5% | +94.7% | +94.7% |
| All | +92.9% | +61.3% | +31.6% | +44.0% |
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 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