+790.7%
FIX vs DTE
+48.7%
+742.0%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.9% | +1.5% | +2.3% |
| 7D | +6.1% | +0.9% | +5.2% | +5.9% |
| 30D | -2.7% | -1.9% | -0.8% | -2.5% |
| 3M | -10.9% | -3.3% | -7.6% | -11.0% |
| 6M | +29.0% | -7.1% | +36.1% | +29.5% |
| YTD | +76.9% | +8.1% | +68.8% | +74.3% |
| 1Y | +130.7% | +5.3% | +125.5% | +128.3% |
| 3Y | +790.7% | +48.2% | +742.5% | +731.6% |
| All | +790.7% | +48.7% | +742.0% | +731.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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