+25.0%
FLEX vs DT
-5.1%
+30.1%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -0.5% | -11.8% | -12.4% |
| 7D | -17.0% | -25.5% | +8.5% | -20.6% |
| 30D | -33.8% | -22.3% | -11.5% | -36.1% |
| 3M | -39.0% | +2.3% | -41.4% | -37.0% |
| 6M | -15.9% | +20.7% | -36.6% | -9.0% |
| YTD | +27.8% | +7.9% | +19.9% | +37.9% |
| 1Y | +25.0% | -5.7% | +30.7% | +35.1% |
| All | +25.0% | -5.1% | +30.1% | +35.1% |
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