+328.0%
FAST vs DT
+71.4%
+256.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.6% | +6.0% | +0.5% |
| 7D | +0.7% | -28.3% | +29.0% | +6.1% |
| 30D | +4.6% | -28.4% | +33.1% | +10.2% |
| 3M | +6.4% | -14.1% | +20.4% | +8.4% |
| 6M | +20.6% | +13.2% | +7.4% | +16.5% |
| YTD | +34.7% | +0.8% | +33.8% | +31.9% |
| 1Y | +29.7% | -7.8% | +37.4% | +29.1% |
| 3Y | +89.9% | -8.3% | +98.2% | +86.4% |
| 5Y | +105.0% | -42.7% | +147.7% | +110.3% |
| All | +328.0% | +71.4% | +256.6% | +239.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling