+448.7%
FIX vs DT
-9.2%
+457.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.6% | +6.0% | +5.5% |
| 7D | -17.5% | -24.7% | +7.2% | -15.4% |
| 30D | -41.6% | -27.4% | -14.2% | -39.9% |
| 3M | -40.6% | -11.1% | -29.5% | -40.3% |
| 6M | -49.4% | +13.7% | -63.1% | -51.4% |
| YTD | +9.2% | +0.2% | +8.9% | +8.2% |
| 1Y | +6.5% | -5.7% | +12.1% | +7.7% |
| 3Y | +448.7% | -8.1% | +456.8% | +431.3% |
| All | +448.7% | -9.2% | +457.9% | +431.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling