+416.7%
FLEX vs DT
-43.6%
+460.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.6% | +5.2% | +4.7% |
| 7D | -19.3% | -24.7% | +5.4% | -14.3% |
| 30D | -41.5% | -27.4% | -14.2% | -37.3% |
| 3M | -43.1% | -11.1% | -32.0% | -41.9% |
| 6M | -48.2% | +13.7% | -61.9% | -51.0% |
| YTD | +15.5% | +0.2% | +15.3% | +12.0% |
| 1Y | +10.2% | -5.7% | +15.9% | +8.9% |
| 3Y | +256.8% | -8.1% | +265.0% | +249.0% |
| All | +416.7% | -43.6% | +460.3% | +462.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling