+104.7%
FLEX vs DT
+0.4%
+104.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -3.1% | +7.5% | +3.8% |
| 7D | +7.0% | -4.9% | +11.8% | +6.0% |
| 30D | -5.8% | +2.7% | -8.5% | -5.0% |
| 3M | -24.2% | +20.0% | -44.2% | -20.5% |
| 6M | +90.8% | +28.0% | +62.8% | +105.3% |
| YTD | +89.2% | +16.0% | +73.2% | +101.5% |
| 1Y | +104.7% | +0.7% | +104.0% | +115.3% |
| All | +104.7% | +0.4% | +104.3% | +115.3% |
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