-25.4%
FN vs DD
+33.0%
-58.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.1% | -5.9% | -5.7% |
| 7D | -4.1% | +2.2% | -6.3% | -5.5% |
| 30D | -28.3% | +20.7% | -49.0% | -36.9% |
| 3M | -33.9% | +11.3% | -45.2% | -38.4% |
| 6M | -43.9% | +6.0% | -49.9% | -46.3% |
| YTD | -23.4% | +31.7% | -55.1% | -37.7% |
| 1Y | -25.4% | +32.2% | -57.6% | -38.7% |
| All | -25.4% | +33.0% | -58.4% | -38.7% |
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