+848.2%
FLEX vs DT
+72.4%
+775.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +1.2% | +10.8% | +11.7% |
| 7D | -7.2% | -20.2% | +13.1% | -1.4% |
| 30D | -34.8% | -30.8% | -4.0% | -27.8% |
| 3M | -35.6% | -10.2% | -25.4% | -34.1% |
| 6M | -45.0% | +8.0% | -53.1% | -47.7% |
| YTD | +29.4% | +1.5% | +27.9% | +23.5% |
| 1Y | +24.8% | -6.9% | +31.7% | +22.6% |
| 3Y | +304.4% | -10.9% | +315.3% | +294.9% |
| 5Y | +484.1% | -42.2% | +526.2% | +525.6% |
| All | +848.2% | +72.4% | +775.8% | +507.1% |
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 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