+14.4%
FIX vs DT
-5.1%
+19.5%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | -0.5% | -14.6% | -15.2% |
| 7D | -18.9% | -25.5% | +6.6% | -23.5% |
| 30D | -36.3% | -22.3% | -14.0% | -39.2% |
| 3M | -38.5% | +2.3% | -40.9% | -37.1% |
| 6M | -42.3% | +20.7% | -63.0% | -38.2% |
| YTD | +17.1% | +7.9% | +9.2% | +25.1% |
| 1Y | +14.4% | -5.7% | +20.1% | +22.8% |
| All | +14.4% | -5.1% | +19.5% | +22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 1y: compounded portfolio wealth divided by compounded DT 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…
1y analysis · Full analysis span regression · 6 months rolling