-36.8%
DG vs FND
-61.0%
+24.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.6% | +0.6% | -3.2% |
| 7D | -2.5% | +0.4% | -2.8% | -2.5% |
| 30D | +1.0% | -23.6% | +24.6% | +6.0% |
| 3M | +20.3% | +4.3% | +16.0% | +18.9% |
| 6M | -11.7% | -20.3% | +8.5% | -8.9% |
| YTD | -2.3% | -21.3% | +19.0% | +0.7% |
| 1Y | +20.0% | -45.4% | +65.4% | +30.9% |
| 3Y | +7.2% | -48.9% | +56.1% | +14.9% |
| All | -36.8% | -61.0% | +24.1% | -33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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