+777.9%
DD vs FDS
+10,290.2%
-9,512.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.4% | +6.2% | +6.0% |
| 7D | +9.8% | -5.0% | +14.7% | +11.3% |
| 30D | +19.3% | +13.8% | +5.6% | +14.4% |
| 3M | +9.4% | +14.8% | -5.5% | +3.8% |
| 6M | +4.8% | +47.4% | -42.6% | -9.6% |
| YTD | +30.2% | +14.2% | +16.1% | +19.6% |
| 1Y | +32.2% | +26.6% | +5.6% | +17.1% |
| 3Y | +93.1% | -24.4% | +117.5% | +99.9% |
| 5Y | +68.0% | -22.6% | +90.6% | +71.2% |
| 10Y | +98.5% | +130.0% | -31.5% | +42.0% |
| All | +777.9% | +10,290.2% | -9,512.4% | +220.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling