-42.3%
FIX vs D
+12.2%
-54.5%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +4.4% | -19.5% | -11.4% |
| 7D | -18.9% | +8.5% | -27.4% | -13.4% |
| 30D | -36.3% | +14.3% | -50.6% | -30.2% |
| 3M | -38.5% | +1.8% | -40.3% | -35.8% |
| 6M | -42.3% | +13.0% | -55.3% | -37.2% |
| All | -42.3% | +12.2% | -54.5% | -37.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling