-83.2%
FIG vs DD
+76.4%
-159.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.9% | -2.7% | +2.5% |
| 7D | -12.6% | +9.8% | -22.4% | -13.1% |
| 30D | -13.8% | +19.3% | -33.1% | -14.9% |
| 3M | -16.7% | +9.4% | -26.1% | -17.5% |
| 6M | -6.1% | +4.8% | -10.9% | -6.9% |
| YTD | -48.1% | +30.2% | -78.3% | -49.8% |
| 1Y | -56.2% | +32.2% | -88.4% | -57.7% |
| All | -83.2% | +76.4% | -159.6% | -81.1% |
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 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