+328.7%
FAST vs DT
+70.4%
+258.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.3% |
| 7D | +2.1% | -24.7% | +26.8% | +6.7% |
| 30D | +6.9% | -27.4% | +34.3% | +12.3% |
| 3M | +4.8% | -11.1% | +16.0% | +6.3% |
| 6M | +19.8% | +13.7% | +6.1% | +15.6% |
| YTD | +34.9% | +0.2% | +34.7% | +32.2% |
| 1Y | +32.8% | -5.7% | +38.5% | +31.6% |
| 3Y | +93.7% | -8.1% | +101.9% | +90.0% |
| 5Y | +105.3% | -43.1% | +148.4% | +110.8% |
| All | +328.7% | +70.4% | +258.3% | +240.0% |
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