+2,728.9%
FIX vs DT
+72.4%
+2,656.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +1.2% | +8.2% | +9.2% |
| 7D | -7.2% | -20.2% | +13.0% | -3.6% |
| 30D | -35.1% | -30.8% | -4.4% | -30.7% |
| 3M | -34.3% | -10.2% | -24.1% | -33.5% |
| 6M | -42.9% | +8.0% | -51.0% | -45.0% |
| YTD | +19.5% | +1.5% | +18.0% | +15.5% |
| 1Y | +16.8% | -6.9% | +23.7% | +15.2% |
| 3Y | +506.7% | -10.9% | +517.6% | +498.7% |
| 5Y | +1,046.7% | -42.2% | +1,088.9% | +1,082.7% |
| All | +2,728.9% | +72.4% | +2,656.5% | +2,025.1% |
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