+420.4%
FIX vs DG
+23.1%
+397.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -2.6% | -9.0% | -11.8% |
| 7D | -27.2% | +6.1% | -33.3% | -26.6% |
| 30D | -46.9% | +11.9% | -58.9% | -46.2% |
| 3M | -44.4% | +9.3% | -53.7% | -43.7% |
| 6M | -50.9% | +19.1% | -70.0% | -49.9% |
| YTD | +3.5% | +5.9% | -2.4% | +5.4% |
| 1Y | -2.1% | +39.8% | -41.9% | +1.0% |
| All | +420.4% | +23.1% | +397.3% | +425.2% |
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 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