-18.5%
FN vs DD
+27.9%
-46.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.6% | -6.7% | -6.8% |
| 7D | +0.3% | +5.0% | -4.7% | -3.6% |
| 30D | -16.5% | +19.7% | -36.2% | -25.8% |
| 3M | -42.1% | +7.2% | -49.3% | -44.5% |
| 6M | -52.9% | +1.0% | -53.9% | -53.5% |
| YTD | -28.0% | +29.1% | -57.1% | -39.7% |
| 1Y | -18.5% | +28.5% | -47.0% | -31.4% |
| All | -18.5% | +27.9% | -46.4% | -31.4% |
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