+99.8%
FAST vs DT
-12.5%
+112.2%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +1.0% |
| 7D | +4.3% | -5.4% | +9.7% | +4.7% |
| 30D | +8.3% | -32.2% | +40.5% | +11.6% |
| 3M | +6.5% | -10.9% | +17.4% | +7.2% |
| 6M | +29.5% | +10.0% | +19.5% | +27.7% |
| YTD | +41.3% | +2.1% | +39.2% | +41.2% |
| 1Y | +37.4% | -5.5% | +42.9% | +39.2% |
| All | +99.8% | -12.5% | +112.2% | +101.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 3y: compounded portfolio wealth divided by compounded DT 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…
3y analysis · Full analysis span regression · 6 months rolling