+2,352.1%
FIX vs DT
+71.4%
+2,280.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -6.6% | -5.0% | -10.3% |
| 7D | -27.2% | -28.3% | +1.1% | -22.7% |
| 30D | -46.9% | -28.4% | -18.5% | -43.7% |
| 3M | -44.4% | -14.1% | -30.3% | -43.3% |
| 6M | -50.9% | +13.2% | -64.1% | -53.2% |
| YTD | +3.5% | +0.8% | +2.7% | +0.2% |
| 1Y | -2.1% | -7.8% | +5.7% | -3.3% |
| 3Y | +418.7% | -8.3% | +427.1% | +408.4% |
| 5Y | +894.6% | -42.7% | +937.3% | +927.5% |
| All | +2,352.1% | +71.4% | +2,280.7% | +1,743.9% |
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