+16,834.0%
FIX vs DG
+606.1%
+16,227.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.4% | +1.6% |
| 7D | +6.0% | +8.4% | -2.4% | +4.3% |
| 30D | -7.2% | +4.9% | -12.2% | -8.2% |
| 3M | -15.9% | +29.3% | -45.2% | -20.8% |
| 6M | +12.7% | -11.3% | +24.0% | +14.7% |
| YTD | +72.8% | +1.8% | +71.0% | +70.2% |
| 1Y | +122.9% | +25.3% | +97.6% | +108.2% |
| 3Y | +774.3% | +9.1% | +765.2% | +705.0% |
| 5Y | +2,049.5% | -34.9% | +2,084.4% | +2,188.9% |
| 10Y | +5,821.5% | +108.2% | +5,713.3% | +4,171.2% |
| All | +16,834.0% | +606.1% | +16,227.9% | +7,649.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling