+2,105.4%
FIX vs DT
-27.0%
+2,132.4%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +2.2% |
| 7D | +6.0% | -3.3% | +9.3% | +6.7% |
| 30D | -7.2% | +2.0% | -9.3% | -7.9% |
| 3M | -15.9% | +20.0% | -35.9% | -19.7% |
| 6M | +12.7% | +39.3% | -26.5% | +2.2% |
| YTD | +72.8% | +19.8% | +53.0% | +62.7% |
| 1Y | +122.9% | +4.3% | +118.6% | +117.7% |
| 3Y | +774.3% | +7.7% | +766.6% | +737.0% |
| All | +2,105.4% | -27.0% | +2,132.4% | +2,145.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling