+502.0%
FIX vs DG
+22.1%
+479.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.1% | -0.8% | -3.1% |
| 7D | +16.9% | -2.5% | +19.4% | +16.6% |
| 30D | -30.6% | +7.7% | -38.3% | -30.0% |
| 3M | -35.1% | +13.1% | -48.2% | -34.2% |
| 6M | -44.0% | +32.0% | -76.0% | -42.9% |
| YTD | +21.0% | +3.3% | +17.7% | +22.9% |
| 1Y | +16.2% | +31.7% | -15.5% | +19.3% |
| All | +502.0% | +22.1% | +479.8% | +526.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling