+35.4%
DD vs FDS
+31.1%
+4.3%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.9% | -4.7% | -1.6% |
| 7D | +8.7% | +9.4% | -0.7% | +9.2% |
| 30D | +15.3% | +23.8% | -8.5% | +16.7% |
| 3M | +5.9% | +25.1% | -19.2% | +7.5% |
| 6M | +11.6% | +53.8% | -42.2% | +15.5% |
| YTD | +26.5% | +19.6% | +7.0% | +36.0% |
| 1Y | +35.4% | +31.6% | +3.8% | +41.7% |
| All | +35.4% | +31.1% | +4.3% | +41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 1y: compounded portfolio wealth divided by compounded FDS 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…
1y analysis · Full analysis span regression · 6 months rolling