-5.7%
DT vs FN
-33.3%
+27.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +11.7% | -12.3% | +0.4% |
| 7D | -24.7% | 0.0% | -24.7% | -24.2% |
| 30D | -27.4% | -34.3% | +6.9% | -29.4% |
| 3M | -11.1% | -39.9% | +28.7% | -13.9% |
| 6M | +13.7% | -51.8% | +65.5% | +9.0% |
| YTD | +0.2% | -28.1% | +28.4% | -2.9% |
| 1Y | -5.7% | -29.1% | +23.4% | -9.3% |
| All | -5.7% | -33.3% | +27.6% | -9.3% |
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