+1,092.2%
FIX vs DT
-39.8%
+1,132.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.7% | +3.3% | +4.7% |
| 7D | +6.4% | -5.4% | +11.9% | +7.7% |
| 30D | -29.1% | -32.2% | +3.1% | -24.0% |
| 3M | -31.1% | -10.9% | -20.2% | -30.3% |
| 6M | -42.8% | +10.0% | -52.8% | -45.2% |
| YTD | +24.6% | +2.1% | +22.6% | +20.4% |
| 1Y | +21.9% | -5.5% | +27.5% | +20.3% |
| 3Y | +524.9% | -12.4% | +537.3% | +522.0% |
| 5Y | +1,092.2% | -39.7% | +1,131.9% | +1,117.3% |
| All | +1,092.2% | -39.8% | +1,132.0% | +1,117.3% |
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 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