-49.4%
FIX vs DE
+16.4%
-65.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.3% | +4.2% | +5.1% |
| 7D | -17.5% | -0.6% | -16.9% | -17.3% |
| 30D | -41.6% | +2.3% | -43.8% | -41.9% |
| 3M | -40.6% | +9.5% | -50.1% | -43.1% |
| 6M | -49.4% | +14.1% | -63.5% | -52.9% |
| All | -49.4% | +16.4% | -65.8% | -52.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling