+9.6%
FLEX vs DT
-8.7%
+18.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.6% | +5.2% | +4.5% |
| 7D | -19.3% | -24.7% | +5.4% | -22.3% |
| 30D | -41.5% | -27.4% | -14.2% | -43.8% |
| 3M | -43.1% | -11.1% | -32.0% | -42.6% |
| 6M | -48.2% | +13.7% | -61.9% | -44.5% |
| YTD | +15.5% | +0.2% | +15.3% | +25.8% |
| All | +9.6% | -8.7% | +18.4% | +24.2% |
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