+948.1%
FIX vs DD
+58.5%
+889.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.1% | +4.3% | +4.8% |
| 7D | -17.5% | +4.6% | -22.1% | -19.2% |
| 30D | -41.6% | +11.8% | -53.3% | -45.0% |
| 3M | -40.6% | +2.2% | -42.8% | -41.1% |
| 6M | -49.4% | -1.6% | -47.7% | -48.8% |
| YTD | +9.2% | +23.0% | -13.8% | -2.4% |
| 1Y | +6.5% | +26.9% | -20.5% | -6.5% |
| 3Y | +448.7% | +77.9% | +370.8% | +289.7% |
| All | +948.1% | +58.5% | +889.6% | +656.4% |
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