+2,851.9%
FIX vs DT
+73.5%
+2,778.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.7% | +3.3% | +4.7% |
| 7D | +6.4% | -5.4% | +11.9% | +7.7% |
| 30D | -29.1% | -32.2% | +3.1% | -23.9% |
| 3M | -31.1% | -10.9% | -20.2% | -30.2% |
| 6M | -42.8% | +10.0% | -52.8% | -45.1% |
| YTD | +24.6% | +2.1% | +22.6% | +20.4% |
| 1Y | +21.9% | -5.5% | +27.5% | +19.9% |
| 3Y | +524.9% | -12.4% | +537.3% | +519.2% |
| 5Y | +1,092.2% | -39.7% | +1,131.9% | +1,120.0% |
| All | +2,851.9% | +73.5% | +2,778.4% | +2,115.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling