-51.7%
FIG vs DT
-5.1%
-46.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.5% | +5.8% | +5.7% |
| 7D | -4.7% | -25.5% | +20.9% | +22.9% |
| 30D | +0.5% | -22.3% | +22.9% | +23.9% |
| 3M | -18.4% | +2.3% | -20.7% | -23.6% |
| 6M | +10.9% | +20.7% | -9.9% | -10.8% |
| YTD | -40.8% | +7.9% | -48.7% | -51.0% |
| 1Y | -51.7% | -5.7% | -45.9% | -59.0% |
| All | -51.7% | -5.1% | -46.6% | -59.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling