+16.2%
FIX vs DT
-4.5%
+20.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.5% | -4.4% | -2.6% |
| 7D | +16.9% | +2.7% | +14.2% | +17.4% |
| 30D | -30.6% | -30.4% | -0.3% | -35.4% |
| 3M | -35.1% | -9.4% | -25.7% | -35.3% |
| 6M | -44.0% | +14.5% | -58.5% | -40.8% |
| YTD | +21.0% | +3.6% | +17.4% | +29.6% |
| 1Y | +16.2% | -3.4% | +19.6% | +25.8% |
| All | +16.2% | -4.5% | +20.7% | +25.8% |
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