+494.2%
FIX vs DD
+88.8%
+405.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.0% |
| 7D | +9.4% | +5.0% | +4.5% | +6.4% |
| 30D | -27.8% | +19.7% | -47.5% | -34.6% |
| 3M | -35.6% | +7.2% | -42.7% | -37.8% |
| 6M | -45.2% | +1.0% | -46.3% | -45.4% |
| YTD | +19.5% | +29.1% | -9.6% | +4.3% |
| 1Y | +24.2% | +28.5% | -4.2% | +8.7% |
| 3Y | +494.2% | +89.4% | +404.7% | +276.7% |
| All | +494.2% | +88.8% | +405.4% | +276.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling