+8.1%
FPS vs DD
-5.7%
+13.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.4% | +2.1% | +2.1% |
| 7D | +3.1% | -3.5% | +6.6% | +6.8% |
| 30D | -18.6% | -10.3% | -8.2% | -9.2% |
| 3M | -51.5% | -7.5% | -43.9% | -47.4% |
| 6M | -8.5% | -8.0% | -0.5% | -0.3% |
| All | +8.1% | -5.7% | +13.8% | +12.8% |
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