+12,471.5%
FIX vs DD
+519.4%
+11,952.1%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.6% | +1.8% |
| 7D | +6.0% | -3.5% | +9.5% | +7.7% |
| 30D | -7.2% | -10.3% | +3.1% | -2.7% |
| 3M | -15.9% | -7.5% | -8.3% | -12.8% |
| 6M | +12.7% | -8.0% | +20.7% | +17.4% |
| YTD | +72.8% | +10.5% | +62.3% | +65.5% |
| 1Y | +122.9% | +38.3% | +84.6% | +92.9% |
| 3Y | +774.3% | +42.5% | +731.8% | +634.8% |
| 5Y | +2,049.5% | +60.2% | +1,989.3% | +1,599.6% |
| 10Y | +5,821.5% | +68.9% | +5,752.6% | +4,277.9% |
| All | +12,471.5% | +519.4% | +11,952.1% | +4,944.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling