+39.4%
DG vs FDS
+26.7%
+12.7%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | +5.2% | -2.0% | +7.2% | +5.8% |
| 30D | +7.9% | +13.5% | -5.6% | +5.2% |
| 3M | +12.7% | +15.2% | -2.4% | +9.3% |
| 6M | +22.4% | +47.0% | -24.6% | +12.6% |
| YTD | +5.4% | +13.9% | -8.5% | +4.6% |
| 1Y | +39.4% | +25.2% | +14.2% | +26.9% |
| All | +39.4% | +26.7% | +12.7% | +26.9% |
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 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