+2,105.4%
FIX vs DG
-35.0%
+2,140.4%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.4% | +1.9% |
| 7D | +6.0% | +8.4% | -2.4% | +5.8% |
| 30D | -7.2% | +4.9% | -12.2% | -7.4% |
| 3M | -15.9% | +29.3% | -45.2% | -16.8% |
| 6M | +12.7% | -11.3% | +24.0% | +13.8% |
| YTD | +72.8% | +1.8% | +71.0% | +73.0% |
| 1Y | +122.9% | +25.3% | +97.6% | +120.2% |
| 3Y | +774.3% | +9.1% | +765.2% | +785.1% |
| All | +2,105.4% | -35.0% | +2,140.4% | +2,354.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling