+494.2%
FIX vs DT
-11.4%
+505.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.4% |
| 7D | +9.4% | +3.1% | +6.3% | +9.1% |
| 30D | -27.8% | -29.5% | +1.8% | -25.4% |
| 3M | -35.6% | -11.7% | -23.8% | -35.1% |
| 6M | -45.2% | +29.0% | -74.2% | -48.5% |
| YTD | +19.5% | +3.4% | +16.1% | +18.0% |
| 1Y | +24.2% | -4.2% | +28.5% | +26.2% |
| 3Y | +494.2% | -12.8% | +507.0% | +495.2% |
| All | +494.2% | -11.4% | +505.5% | +495.2% |
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