+1,266.8%
FLEX vs DT
+98.4%
+1,168.4%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.6% |
| 7D | +6.4% | -0.5% | +6.9% | +6.4% |
| 30D | -5.9% | +0.1% | -5.9% | -6.2% |
| 3M | -23.5% | +24.1% | -47.6% | -29.1% |
| 6M | +83.7% | +30.1% | +53.6% | +64.5% |
| YTD | +86.5% | +16.8% | +69.7% | +71.8% |
| 1Y | +100.5% | -0.1% | +100.6% | +93.8% |
| 3Y | +469.8% | +6.8% | +463.0% | +428.8% |
| 5Y | +725.7% | -28.4% | +754.0% | +725.8% |
| All | +1,266.8% | +98.4% | +1,168.4% | +744.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling