+11.7%
DG vs FFIV
+136.9%
-125.2%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.5% |
| 7D | +8.4% | -1.0% | +9.4% | +8.4% |
| 30D | +4.9% | -5.1% | +10.0% | +5.0% |
| 3M | +29.3% | -4.5% | +33.8% | +29.2% |
| 6M | -11.3% | +36.5% | -47.7% | -12.3% |
| YTD | +1.8% | +53.0% | -51.2% | +0.3% |
| 1Y | +25.3% | +24.2% | +1.1% | +22.9% |
| All | +11.7% | +136.9% | -125.2% | +3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 3y: compounded portfolio wealth divided by compounded FFIV 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…
3y analysis · Full analysis span regression · 6 months rolling