+7,433.0%
FIX vs DD
+582.1%
+6,850.9%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -3.8% | -7.7% | -9.9% |
| 7D | -27.2% | +3.1% | -30.3% | -28.0% |
| 30D | -46.9% | +8.7% | -55.7% | -48.8% |
| 3M | -44.4% | -1.2% | -43.2% | -44.0% |
| 6M | -50.9% | -1.1% | -49.8% | -50.5% |
| YTD | +3.5% | +21.7% | -18.1% | -4.8% |
| 1Y | -2.1% | +24.0% | -26.2% | -10.8% |
| 3Y | +418.7% | +75.6% | +343.1% | +299.6% |
| 5Y | +894.6% | +58.2% | +836.4% | +691.2% |
| 10Y | +3,465.5% | +88.0% | +3,377.5% | +2,420.5% |
| All | +7,433.0% | +582.1% | +6,850.9% | +2,801.3% |
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 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