-80.3%
FIG vs DD
+49.3%
-129.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.2% | -5.5% | -5.7% |
| 7D | -16.4% | -0.6% | -15.8% | -16.3% |
| 30D | -2.3% | -7.4% | +5.1% | -2.1% |
| 3M | +7.8% | -6.4% | +14.3% | +8.3% |
| 6M | -21.8% | -2.5% | -19.4% | -22.4% |
| YTD | -39.1% | +10.2% | -49.4% | -40.4% |
| 1Y | -56.6% | +36.9% | -93.6% | -57.9% |
| All | -80.3% | +49.3% | -129.6% | -77.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling