-55.6%
FN vs DD
+5.6%
-61.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -3.8% | -10.4% | -9.7% |
| 7D | -16.0% | +3.1% | -19.1% | -17.3% |
| 30D | -40.1% | +8.7% | -48.8% | -43.9% |
| 3M | -43.9% | -1.2% | -42.7% | -42.0% |
| 6M | -55.6% | -1.1% | -54.6% | -53.9% |
| All | -55.6% | +5.6% | -61.2% | -53.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling