-25.7%
FN vs DD
+49.3%
-75.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.8% | -4.2% | -4.6% |
| 7D | -7.0% | +8.7% | -15.7% | -12.1% |
| 30D | -24.7% | +15.3% | -40.1% | -31.7% |
| 3M | -35.7% | +5.9% | -41.6% | -38.1% |
| 6M | -52.4% | +11.6% | -64.0% | -55.4% |
| YTD | -25.0% | +26.5% | -51.5% | -38.6% |
| 1Y | -25.7% | +35.4% | -61.1% | -42.0% |
| All | -25.7% | +49.3% | -75.0% | -42.0% |
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 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