+5,150.0%
FFIV vs DD
+305.7%
+4,844.3%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.6% |
| 7D | -1.0% | -3.5% | +2.6% | +0.6% |
| 30D | -5.1% | -10.3% | +5.2% | -0.6% |
| 3M | -4.5% | -7.5% | +3.1% | -1.4% |
| 6M | +36.5% | -8.0% | +44.5% | +40.1% |
| YTD | +53.0% | +10.5% | +42.5% | +44.8% |
| 1Y | +24.2% | +38.3% | -14.1% | +6.0% |
| 3Y | +137.2% | +42.5% | +94.7% | +94.1% |
| 5Y | +91.8% | +60.2% | +31.6% | +46.9% |
| 10Y | +215.2% | +68.9% | +146.3% | +116.5% |
| All | +5,150.0% | +305.7% | +4,844.3% | +2,089.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling