+1,092.2%
FIX vs DD
+70.3%
+1,021.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.8% | +5.8% | +5.5% |
| 7D | +6.4% | +3.2% | +3.2% | +4.8% |
| 30D | -29.1% | +20.3% | -49.4% | -36.0% |
| 3M | -31.1% | +8.2% | -39.3% | -34.0% |
| 6M | -42.8% | +3.4% | -46.2% | -43.8% |
| YTD | +24.6% | +30.6% | -6.0% | +7.6% |
| 1Y | +21.9% | +30.6% | -8.7% | +5.3% |
| 3Y | +524.9% | +91.1% | +433.8% | +326.0% |
| 5Y | +1,092.2% | +68.6% | +1,023.6% | +738.1% |
| All | +1,092.2% | +70.3% | +1,021.9% | +738.1% |
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