+4,166.4%
FFIV vs DD
+383.7%
+3,782.6%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.3% | -0.6% |
| 7D | -4.2% | +2.2% | -6.4% | -5.1% |
| 30D | -33.9% | +20.7% | -54.5% | -39.2% |
| 3M | -22.6% | +11.3% | -33.9% | -26.4% |
| 6M | -10.4% | +6.0% | -16.3% | -13.2% |
| YTD | +24.3% | +31.7% | -7.4% | +8.7% |
| 1Y | +31.8% | +32.2% | -0.5% | +15.0% |
| 3Y | +99.5% | +92.7% | +6.8% | +43.2% |
| 5Y | +40.7% | +72.1% | -31.4% | +4.5% |
| 10Y | +126.9% | +99.7% | +27.2% | +44.6% |
| All | +4,166.4% | +383.7% | +3,782.6% | +1,544.2% |
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