+13.8%
FIX vs DT
-8.6%
+22.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.8% |
| 7D | -13.9% | -7.5% | -6.4% | -15.2% |
| 30D | -35.5% | -31.5% | -4.0% | -40.1% |
| 3M | -33.9% | -14.0% | -19.9% | -34.8% |
| 6M | -43.3% | +6.9% | -50.2% | -40.7% |
| YTD | +18.7% | +0.3% | +18.3% | +26.1% |
| 1Y | +13.8% | -6.9% | +20.7% | +22.1% |
| All | +13.8% | -8.6% | +22.4% | +22.1% |
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