+589.6%
DG vs FDS
+457.8%
+131.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.7% | +0.6% | -2.1% |
| 7D | +1.1% | -0.5% | +1.6% | +1.3% |
| 30D | +9.5% | +20.2% | -10.7% | +4.7% |
| 3M | +5.5% | +19.9% | -14.4% | +0.6% |
| 6M | +16.1% | +56.2% | -40.1% | +2.9% |
| YTD | +2.7% | +14.6% | -11.9% | -2.5% |
| 1Y | +42.1% | +31.6% | +10.5% | +30.2% |
| 3Y | +19.3% | -23.8% | +43.1% | +23.1% |
| 5Y | -35.3% | -22.6% | -12.8% | -34.5% |
| 10Y | +123.9% | +139.3% | -15.4% | +63.9% |
| All | +589.6% | +457.8% | +131.8% | +286.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling