+6.5%
FIX vs DG
+34.9%
-28.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -3.1% | +8.5% | +4.9% |
| 7D | -17.5% | +1.1% | -18.6% | -16.8% |
| 30D | -41.6% | +9.5% | -51.1% | -40.6% |
| 3M | -40.6% | +5.5% | -46.1% | -39.7% |
| 6M | -49.4% | +16.1% | -65.5% | -48.3% |
| YTD | +9.2% | +2.7% | +6.5% | +12.7% |
| 1Y | +6.5% | +42.1% | -35.6% | -0.2% |
| All | +6.5% | +34.9% | -28.5% | -0.2% |
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