-51.7%
FIG vs DD
+49.3%
-101.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.8% | +7.0% | +5.4% |
| 7D | -4.7% | +8.7% | -13.3% | -5.7% |
| 30D | +0.5% | +15.3% | -14.8% | -1.5% |
| 3M | -18.4% | +5.9% | -24.3% | -19.2% |
| 6M | +10.9% | +11.6% | -0.7% | +7.9% |
| YTD | -40.8% | +26.5% | -67.3% | -47.7% |
| 1Y | -51.7% | +35.4% | -87.1% | -58.1% |
| All | -51.7% | +49.3% | -101.0% | -58.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling