+1,085.3%
FIX vs DG
-32.7%
+1,117.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.1% | +4.9% | +5.0% |
| 7D | +6.4% | -3.0% | +9.4% | +6.4% |
| 30D | -29.1% | +8.6% | -37.7% | -29.1% |
| 3M | -31.1% | +15.0% | -46.2% | -31.3% |
| 6M | -42.8% | +32.7% | -75.5% | -43.4% |
| YTD | +24.6% | +5.5% | +19.1% | +24.9% |
| 1Y | +21.9% | +34.6% | -12.7% | +20.6% |
| 3Y | +524.9% | +24.2% | +500.7% | +520.1% |
| All | +1,085.3% | -32.7% | +1,117.9% | +1,231.7% |
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 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