+71.3%
FLEX vs DT
+41.8%
+29.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +1.0% |
| 7D | -0.9% | -3.3% | +2.4% | -1.9% |
| 30D | -10.1% | +2.0% | -12.2% | -9.2% |
| 3M | -31.3% | +20.0% | -51.3% | -25.4% |
| 6M | +71.3% | +39.3% | +32.0% | +98.0% |
| All | +71.3% | +41.8% | +29.4% | +98.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling