+894.6%
FIX vs D
+14.9%
+879.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -0.2% | -11.4% | -11.6% |
| 7D | -27.2% | +6.9% | -34.2% | -27.8% |
| 30D | -46.9% | +12.3% | -59.2% | -47.7% |
| 3M | -44.4% | +3.0% | -47.5% | -44.6% |
| 6M | -50.9% | +12.8% | -63.7% | -51.9% |
| YTD | +3.5% | +22.6% | -19.0% | 0.0% |
| 1Y | -2.1% | +21.7% | -23.8% | -5.5% |
| 3Y | +418.7% | +83.9% | +334.8% | +337.1% |
| 5Y | +894.6% | +14.0% | +880.6% | +930.3% |
| All | +894.6% | +14.9% | +879.6% | +930.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling