+122.9%
FIX vs DT
+4.0%
+118.9%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +1.6% |
| 7D | +6.0% | -3.3% | +9.3% | +5.4% |
| 30D | -7.2% | +2.0% | -9.3% | -6.5% |
| 3M | -15.9% | +20.0% | -35.9% | -12.1% |
| 6M | +12.7% | +39.3% | -26.5% | +21.5% |
| YTD | +72.8% | +19.8% | +53.0% | +86.4% |
| 1Y | +122.9% | +4.3% | +118.6% | +142.3% |
| All | +122.9% | +4.0% | +118.9% | +142.3% |
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