+68.0%
DD vs FDS
-23.2%
+91.2%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.4% | +6.2% | +5.9% |
| 7D | +9.8% | -5.0% | +14.7% | +10.7% |
| 30D | +19.3% | +13.8% | +5.6% | +16.3% |
| 3M | +9.4% | +14.8% | -5.5% | +6.0% |
| 6M | +4.8% | +47.4% | -42.6% | -4.9% |
| YTD | +30.2% | +14.2% | +16.1% | +27.7% |
| 1Y | +32.2% | +26.6% | +5.6% | +24.1% |
| 3Y | +93.1% | -24.4% | +117.5% | +120.9% |
| 5Y | +68.0% | -22.6% | +90.6% | +81.9% |
| All | +68.0% | -23.2% | +91.2% | +81.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling