+31.2%
DG vs FDS
+25.7%
+5.5%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | +0.3% | +1.5% | -1.2% | -0.1% |
| 30D | +3.2% | +14.8% | -11.6% | +0.4% |
| 3M | +10.4% | +16.3% | -5.9% | +6.8% |
| 6M | +33.2% | +66.2% | -33.1% | +19.3% |
| YTD | +3.0% | +16.2% | -13.3% | +1.7% |
| 1Y | +31.2% | +21.8% | +9.4% | +23.0% |
| All | +31.2% | +25.7% | +5.5% | +23.0% |
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