+282.7%
FLEX vs DT
-11.4%
+294.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.2% | -3.8% | -4.0% |
| 7D | +7.5% | +3.1% | +4.3% | +7.1% |
| 30D | -25.3% | -29.5% | +4.3% | -22.6% |
| 3M | -39.7% | -11.7% | -28.0% | -38.8% |
| 6M | -47.9% | +29.0% | -76.9% | -50.2% |
| YTD | +24.1% | +3.4% | +20.7% | +24.0% |
| 1Y | +26.0% | -4.2% | +30.2% | +29.3% |
| 3Y | +282.7% | -12.8% | +295.5% | +286.5% |
| All | +282.7% | -11.4% | +294.1% | +286.5% |
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