+449.4%
FLEX vs DT
+8.9%
+440.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +1.7% |
| 7D | -0.9% | -3.3% | +2.4% | -0.5% |
| 30D | -10.1% | +2.0% | -12.2% | -10.4% |
| 3M | -31.3% | +20.0% | -51.3% | -33.1% |
| 6M | +71.3% | +39.3% | +32.0% | +60.3% |
| YTD | +81.2% | +19.8% | +61.5% | +77.1% |
| 1Y | +98.5% | +4.3% | +94.2% | +102.6% |
| All | +449.4% | +8.9% | +440.5% | +440.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling