+7,433.0%
FIX vs D
+1,279.4%
+6,153.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -0.2% | -11.4% | -11.5% |
| 7D | -27.2% | +6.9% | -34.2% | -29.6% |
| 30D | -46.9% | +12.3% | -59.2% | -49.9% |
| 3M | -44.4% | +3.0% | -47.5% | -45.6% |
| 6M | -50.9% | +12.8% | -63.7% | -54.1% |
| YTD | +3.5% | +22.6% | -19.0% | -6.8% |
| 1Y | -2.1% | +21.7% | -23.8% | -11.9% |
| 3Y | +418.7% | +83.9% | +334.8% | +274.9% |
| 5Y | +894.6% | +14.0% | +880.6% | +781.9% |
| 10Y | +3,465.5% | +45.6% | +3,419.9% | +2,687.7% |
| All | +7,433.0% | +1,279.4% | +6,153.6% | +2,917.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling