+3,689.8%
FN vs DD
+342.7%
+3,347.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.4% | +2.8% | +3.0% |
| 7D | -1.7% | -3.5% | +1.8% | +0.2% |
| 30D | -22.0% | -10.3% | -11.7% | -17.3% |
| 3M | -43.0% | -7.5% | -35.5% | -40.4% |
| 6M | -27.7% | -8.0% | -19.7% | -24.2% |
| YTD | -10.5% | +10.5% | -21.0% | -15.3% |
| 1Y | +12.5% | +38.3% | -25.8% | -5.2% |
| 3Y | +153.8% | +42.5% | +111.3% | +105.6% |
| 5Y | +288.0% | +60.2% | +227.8% | +191.7% |
| 10Y | +906.4% | +68.9% | +837.6% | +570.9% |
| All | +3,689.8% | +342.7% | +3,347.0% | +1,351.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling