+10,599.8%
FIX vs DG
+612.5%
+9,987.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -3.1% | +8.5% | +6.0% |
| 7D | -17.5% | +1.1% | -18.6% | -18.0% |
| 30D | -41.6% | +9.5% | -51.1% | -43.0% |
| 3M | -40.6% | +5.5% | -46.1% | -41.7% |
| 6M | -49.4% | +16.1% | -65.5% | -51.8% |
| YTD | +9.2% | +2.7% | +6.5% | +6.5% |
| 1Y | +6.5% | +42.1% | -35.6% | -4.0% |
| 3Y | +448.7% | +19.3% | +429.5% | +389.4% |
| 5Y | +948.7% | -35.3% | +984.1% | +1,012.6% |
| 10Y | +3,659.7% | +123.9% | +3,535.8% | +2,538.1% |
| All | +10,599.8% | +612.5% | +9,987.3% | +4,748.9% |
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