+30.6%
DD vs FDS
+27.2%
+3.5%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.7% | -3.5% | -0.6% |
| 7D | +3.2% | -2.1% | +5.4% | +3.1% |
| 30D | +20.3% | +16.0% | +4.3% | +21.3% |
| 3M | +8.2% | +18.8% | -10.6% | +9.4% |
| 6M | +3.4% | +54.1% | -50.7% | +7.1% |
| YTD | +30.6% | +17.0% | +13.6% | +40.3% |
| 1Y | +30.6% | +25.5% | +5.1% | +36.1% |
| All | +30.6% | +27.2% | +3.5% | +36.1% |
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