-5.9%
DT vs FN
-20.4%
+14.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +11.9% | -10.6% | +2.1% |
| 7D | -20.2% | +16.3% | -36.5% | -18.8% |
| 30D | -30.8% | -24.7% | -6.0% | -31.9% |
| 3M | -10.2% | -34.9% | +24.7% | -12.4% |
| 6M | +8.0% | -41.1% | +49.1% | +5.2% |
| YTD | +1.5% | -19.6% | +21.1% | -1.1% |
| All | -5.9% | -20.4% | +14.6% | -9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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