+1,228.3%
FLEX vs DT
+103.5%
+1,124.8%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +2.0% |
| 7D | -0.9% | -3.3% | +2.4% | 0.0% |
| 30D | -10.1% | +2.0% | -12.2% | -10.9% |
| 3M | -31.3% | +20.0% | -51.3% | -35.7% |
| 6M | +71.3% | +39.3% | +32.0% | +50.1% |
| YTD | +81.2% | +19.8% | +61.5% | +65.9% |
| 1Y | +98.5% | +4.3% | +94.2% | +89.4% |
| 3Y | +428.2% | +7.7% | +420.5% | +389.8% |
| 5Y | +657.3% | -26.8% | +684.1% | +653.6% |
| All | +1,228.3% | +103.5% | +1,124.8% | +715.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling