+3,992.2%
FIX vs DT
+103.5%
+3,888.6%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.8% |
| 3M | -15.9% | +20.0% | -35.9% | -19.5% |
| 6M | +12.7% | +39.3% | -26.5% | +3.0% |
| YTD | +72.8% | +19.8% | +53.0% | +62.8% |
| 1Y | +122.9% | +4.3% | +118.6% | +116.5% |
| 3Y | +774.3% | +7.7% | +766.6% | +735.6% |
| 5Y | +2,049.5% | -26.8% | +2,076.3% | +2,028.7% |
| All | +3,992.2% | +103.5% | +3,888.6% | +2,896.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling