+24.8%
DG vs FDS
-21.1%
+45.9%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.3% | +0.3% | -3.1% |
| 7D | -2.5% | -5.4% | +2.9% | -1.3% |
| 30D | +1.0% | +1.6% | -0.6% | +0.6% |
| 3M | +20.3% | +17.7% | +2.6% | +16.0% |
| 6M | -11.7% | +29.1% | -40.8% | -16.8% |
| YTD | -2.3% | +1.0% | -3.3% | -2.1% |
| All | +24.8% | -21.1% | +45.9% | +19.3% |
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 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