+14.5%
FIX vs DT
-7.6%
+22.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +1.2% | +8.2% | +9.6% |
| 7D | -7.2% | -20.2% | +13.0% | -11.2% |
| 30D | -35.1% | -30.8% | -4.4% | -39.6% |
| 3M | -34.3% | -10.2% | -24.1% | -34.6% |
| 6M | -42.9% | +8.0% | -51.0% | -40.2% |
| YTD | +19.5% | +1.5% | +18.0% | +27.2% |
| All | +14.5% | -7.6% | +22.1% | +23.1% |
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 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