-34.6%
DG vs FDS
-17.4%
-17.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.5% | +5.0% | +2.2% |
| 7D | +8.4% | -1.9% | +10.3% | +8.8% |
| 30D | +4.9% | +9.0% | -4.1% | +3.0% |
| 3M | +29.3% | +18.9% | +10.5% | +24.4% |
| 6M | -11.3% | +35.1% | -46.4% | -17.1% |
| YTD | +1.8% | +5.5% | -3.7% | -0.6% |
| 1Y | +25.3% | -16.8% | +42.1% | +27.1% |
| 3Y | +9.1% | -28.1% | +37.1% | +11.6% |
| All | -34.6% | -17.4% | -17.2% | -38.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling