+583.4%
DG vs FDS
+413.7%
+169.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.5% | +5.0% | +2.4% |
| 7D | +8.4% | -1.9% | +10.3% | +8.8% |
| 30D | +4.9% | +9.0% | -4.1% | +2.6% |
| 3M | +29.3% | +18.9% | +10.5% | +23.2% |
| 6M | -11.3% | +35.1% | -46.4% | -18.6% |
| YTD | +1.8% | +5.5% | -3.7% | -1.2% |
| 1Y | +25.3% | -16.8% | +42.1% | +28.5% |
| 3Y | +9.1% | -28.1% | +37.1% | +14.2% |
| 5Y | -34.9% | -17.4% | -17.5% | -35.3% |
| 10Y | +108.2% | +85.4% | +22.7% | +62.0% |
| All | +583.4% | +413.7% | +169.7% | +291.2% |
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 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