-80.3%
FIG vs DT
-6.9%
-73.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -3.1% | -2.6% | -2.7% |
| 7D | -16.4% | -4.9% | -11.5% | -12.2% |
| 30D | -2.3% | +2.7% | -5.0% | -4.6% |
| 3M | +7.8% | +20.0% | -12.1% | -8.3% |
| 6M | -21.8% | +28.0% | -49.9% | -37.8% |
| YTD | -39.1% | +16.0% | -55.2% | -48.9% |
| 1Y | -56.6% | +0.7% | -57.4% | -60.8% |
| All | -80.3% | -6.9% | -73.4% | -81.8% |
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