+2,729.5%
FIX vs DT
+75.7%
+2,653.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | +9.4% | +3.1% | +6.3% | +8.8% |
| 30D | -27.8% | -29.5% | +1.8% | -23.1% |
| 3M | -35.6% | -11.7% | -23.8% | -34.5% |
| 6M | -45.2% | +29.0% | -74.2% | -49.1% |
| YTD | +19.5% | +3.4% | +16.1% | +15.1% |
| 1Y | +24.2% | -4.2% | +28.5% | +21.8% |
| 3Y | +494.2% | -12.8% | +507.0% | +489.5% |
| 5Y | +1,036.1% | -39.6% | +1,075.7% | +1,062.2% |
| All | +2,729.5% | +75.7% | +2,653.8% | +2,018.0% |
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