+98.5%
FLEX vs DT
+4.0%
+94.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +1.2% |
| 7D | -0.9% | -3.3% | +2.4% | -1.5% |
| 30D | -10.1% | +2.0% | -12.2% | -9.5% |
| 3M | -31.3% | +20.0% | -51.3% | -27.9% |
| 6M | +71.3% | +39.3% | +32.0% | +85.3% |
| YTD | +81.2% | +19.8% | +61.5% | +94.3% |
| 1Y | +98.5% | +4.3% | +94.2% | +110.4% |
| All | +98.5% | +4.0% | +94.5% | +110.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling