+7,843.3%
FIX vs DD
+589.6%
+7,253.7%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.1% | +4.3% | +5.0% |
| 7D | -17.5% | +4.6% | -22.1% | -18.8% |
| 30D | -41.6% | +11.8% | -53.3% | -44.3% |
| 3M | -40.6% | +2.2% | -42.8% | -41.0% |
| 6M | -49.4% | -1.6% | -47.7% | -48.9% |
| YTD | +9.2% | +23.0% | -13.8% | -0.1% |
| 1Y | +6.5% | +26.9% | -20.5% | -3.9% |
| 3Y | +448.7% | +77.9% | +370.8% | +320.4% |
| 5Y | +948.7% | +59.9% | +888.8% | +730.5% |
| 10Y | +3,659.7% | +90.1% | +3,569.7% | +2,545.6% |
| All | +7,843.3% | +589.6% | +7,253.7% | +2,945.2% |
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