-83.6%
FIG vs DT
-18.1%
-65.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | +0.1% | +0.3% |
| 7D | -14.3% | -5.4% | -8.8% | -9.2% |
| 30D | -13.6% | -32.2% | +18.6% | +21.5% |
| 3M | -23.7% | -10.9% | -12.8% | -17.8% |
| 6M | -5.4% | +10.0% | -15.4% | -15.6% |
| YTD | -49.2% | +2.1% | -51.3% | -53.6% |
| 1Y | -57.4% | -5.5% | -51.8% | -59.4% |
| All | -83.6% | -18.1% | -65.5% | -83.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling