-55.8%
FIG vs DD
+41.5%
-97.3%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.4% | -4.7% | -4.4% |
| 7D | -16.3% | -3.5% | -12.8% | -15.8% |
| 30D | -14.3% | -10.3% | -4.0% | -12.8% |
| 3M | +7.2% | -7.5% | +14.7% | +8.7% |
| 6M | -18.6% | -8.0% | -10.6% | -17.7% |
| YTD | -35.5% | +10.5% | -45.9% | -40.5% |
| 1Y | -55.8% | +38.3% | -94.1% | -65.1% |
| All | -55.8% | +41.5% | -97.3% | -65.1% |
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