-83.7%
FIG vs DT
-19.6%
-64.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.6% | +2.6% | +2.5% |
| 7D | -13.1% | -24.7% | +11.6% | +10.7% |
| 30D | -13.0% | -27.4% | +14.4% | +14.2% |
| 3M | -21.5% | -11.1% | -10.4% | -15.3% |
| 6M | -2.5% | +13.7% | -16.2% | -15.4% |
| YTD | -49.7% | +0.2% | -49.9% | -53.3% |
| 1Y | -59.1% | -5.7% | -53.4% | -60.8% |
| All | -83.7% | -19.6% | -64.2% | -83.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling