+644.6%
DD vs FDS
+9,502.8%
-8,858.2%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.5% | +3.9% | +1.4% |
| 7D | -3.5% | -1.9% | -1.6% | -3.0% |
| 30D | -10.3% | +9.0% | -19.3% | -12.9% |
| 3M | -7.5% | +18.9% | -26.4% | -13.4% |
| 6M | -8.0% | +35.1% | -43.1% | -18.6% |
| YTD | +10.5% | +5.5% | +5.0% | +4.7% |
| 1Y | +38.3% | -16.8% | +55.1% | +40.4% |
| 3Y | +42.5% | -28.1% | +70.5% | +50.7% |
| 5Y | +60.2% | -17.4% | +77.6% | +60.6% |
| 10Y | +68.9% | +85.4% | -16.6% | +29.6% |
| All | +644.6% | +9,502.8% | -8,858.2% | +180.4% |
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