+14.4%
FIX vs DD
+49.3%
-34.9%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | -1.8% | -13.3% | -13.8% |
| 7D | -18.9% | +8.7% | -27.6% | -23.2% |
| 30D | -36.3% | +15.3% | -51.6% | -42.1% |
| 3M | -38.5% | +5.9% | -44.4% | -40.8% |
| 6M | -42.3% | +11.6% | -53.8% | -46.2% |
| YTD | +17.1% | +26.5% | -9.4% | +0.4% |
| 1Y | +14.4% | +35.4% | -21.0% | -5.7% |
| All | +14.4% | +49.3% | -34.9% | -5.7% |
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