-22.6%
FPS vs DD
+8.0%
-30.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -1.8% | -15.5% | -15.4% |
| 7D | -23.3% | +8.7% | -32.0% | -29.3% |
| 30D | -42.4% | +15.3% | -57.8% | -50.1% |
| 3M | -43.0% | +5.9% | -49.0% | -46.2% |
| 6M | -44.5% | +11.6% | -56.1% | -49.4% |
| All | -22.6% | +8.0% | -30.6% | -29.5% |
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