+122.9%
FIX vs DG
+23.4%
+99.5%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.4% | +2.0% |
| 7D | +6.0% | +8.4% | -2.4% | +6.4% |
| 30D | -7.2% | +4.9% | -12.2% | -7.0% |
| 3M | -15.9% | +29.3% | -45.2% | -16.3% |
| 6M | +12.7% | -11.3% | +24.0% | +18.4% |
| YTD | +72.8% | +1.8% | +71.0% | +76.8% |
| 1Y | +122.9% | +25.3% | +97.6% | +118.7% |
| All | +122.9% | +23.4% | +99.5% | +118.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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