+777.0%
FIX vs DG
+9.1%
+767.9%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.4% | +2.0% |
| 7D | +6.0% | +8.4% | -2.4% | +6.6% |
| 30D | -7.2% | +4.9% | -12.2% | -6.9% |
| 3M | -15.9% | +29.3% | -45.2% | -14.7% |
| 6M | +12.7% | -11.3% | +24.0% | +13.2% |
| YTD | +72.8% | +1.8% | +71.0% | +74.3% |
| 1Y | +122.9% | +25.3% | +97.6% | +127.0% |
| All | +777.0% | +9.1% | +767.9% | +898.7% |
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 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