+12.5%
FN vs DD
+41.5%
-29.0%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.4% | +2.8% | +2.9% |
| 7D | -1.7% | -3.5% | +1.8% | +0.7% |
| 30D | -22.0% | -10.3% | -11.7% | -16.1% |
| 3M | -43.0% | -7.5% | -35.5% | -39.7% |
| 6M | -27.7% | -8.0% | -19.7% | -23.9% |
| YTD | -10.5% | +10.5% | -21.0% | -17.1% |
| 1Y | +12.5% | +38.3% | -25.8% | -9.4% |
| All | +12.5% | +41.5% | -29.0% | -9.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling