+14.5%
FIX vs DE
+49.1%
-34.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.9% | +6.5% | +8.3% |
| 7D | -7.2% | +3.5% | -10.8% | -8.4% |
| 30D | -35.1% | +11.3% | -46.4% | -37.9% |
| 3M | -34.3% | +11.6% | -45.9% | -37.6% |
| 6M | -42.9% | +20.9% | -63.8% | -47.8% |
| YTD | +19.5% | +49.7% | -30.2% | +14.1% |
| All | +14.5% | +49.1% | -34.6% | +9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 1y: compounded portfolio wealth divided by compounded DE 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…
1y analysis · Full analysis span regression · 6 months rolling