+5,892.0%
FIX vs D
+35.0%
+5,856.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-04 to 2026-09-04.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.1% |
| 7D | +6.0% | +1.5% | +4.6% | +5.4% |
| 30D | -7.2% | -2.6% | -4.7% | -6.3% |
| 3M | -15.9% | 0.0% | -15.9% | -16.1% |
| 6M | +12.7% | +7.4% | +5.4% | +8.6% |
| YTD | +72.8% | +15.9% | +56.9% | +61.2% |
| 1Y | +122.9% | +18.1% | +104.8% | +105.4% |
| 3Y | +774.3% | +58.4% | +715.9% | +573.5% |
| 5Y | +2,049.5% | +5.2% | +2,044.3% | +1,937.2% |
| All | +5,892.0% | +35.0% | +5,856.9% | +5,251.5% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 2016-09-04 to 2026-09-04: compounded portfolio wealth divided by compounded D 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…
2016-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling