+117.6%
DT vs FFIV
+166.2%
-48.5%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.4% |
| 7D | -3.3% | -1.0% | -2.3% | -2.8% |
| 30D | +2.0% | -5.1% | +7.1% | +4.8% |
| 3M | +20.0% | -4.5% | +24.5% | +22.5% |
| 6M | +39.3% | +36.5% | +2.8% | +16.5% |
| YTD | +19.8% | +53.0% | -33.2% | -6.5% |
| 1Y | +4.3% | +24.2% | -19.9% | -9.7% |
| 3Y | +7.7% | +137.2% | -129.5% | -38.2% |
| 5Y | -26.8% | +91.8% | -118.6% | -53.4% |
| All | +117.6% | +166.2% | -48.5% | -0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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