-80.8%
FIG vs DT
-4.8%
-76.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | -1.0% |
| 7D | -12.2% | -2.5% | -9.7% | -9.9% |
| 30D | -11.0% | +3.5% | -14.5% | -13.9% |
| 3M | +11.9% | +26.7% | -14.8% | -9.6% |
| 6M | -21.9% | +36.1% | -58.0% | -40.9% |
| YTD | -40.8% | +18.6% | -59.4% | -51.4% |
| 1Y | -56.6% | +7.9% | -64.5% | -62.5% |
| All | -80.8% | -4.8% | -76.1% | -82.7% |
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