-56.6%
FIG vs DD
+35.1%
-91.8%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.7% |
| 7D | -12.2% | -2.9% | -9.3% | -11.8% |
| 30D | -11.0% | -11.5% | +0.5% | -9.2% |
| 3M | +11.9% | -5.4% | +17.3% | +13.3% |
| 6M | -21.9% | -6.9% | -15.0% | -21.9% |
| YTD | -40.8% | +6.9% | -47.6% | -45.0% |
| 1Y | -56.6% | +35.6% | -92.3% | -64.5% |
| All | -56.6% | +35.1% | -91.8% | -64.5% |
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