+101.5%
DG vs FDS
+127.0%
-25.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.1% | -1.8% |
| 7D | -2.5% | -2.6% | +0.1% | -1.8% |
| 30D | +7.7% | +14.1% | -6.4% | +4.3% |
| 3M | +13.1% | +19.8% | -6.7% | +7.9% |
| 6M | +32.0% | +55.0% | -22.9% | +17.0% |
| YTD | +3.3% | +15.9% | -12.6% | -2.1% |
| 1Y | +31.7% | +24.2% | +7.5% | +22.4% |
| 3Y | +21.7% | -24.0% | +45.7% | +26.1% |
| 5Y | -34.7% | -23.3% | -11.4% | -33.8% |
| All | +101.5% | +127.0% | -25.5% | +39.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling