-50.9%
FIX vs DD
+5.6%
-56.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -3.8% | -7.7% | -8.4% |
| 7D | -27.2% | +3.1% | -30.3% | -27.9% |
| 30D | -46.9% | +8.7% | -55.7% | -49.2% |
| 3M | -44.4% | -1.2% | -43.2% | -42.7% |
| 6M | -50.9% | -1.1% | -49.8% | -49.3% |
| All | -50.9% | +5.6% | -56.5% | -49.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling