+106.3%
DG vs FND
+66.0%
+40.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | +1.2% |
| 7D | +8.4% | -5.2% | +13.6% | +9.3% |
| 30D | +4.9% | -19.9% | +24.8% | +8.8% |
| 3M | +29.3% | +2.7% | +26.6% | +28.2% |
| 6M | -11.3% | -21.7% | +10.4% | -8.3% |
| YTD | +1.8% | -17.5% | +19.3% | +4.0% |
| 1Y | +25.3% | -39.3% | +64.6% | +34.2% |
| 3Y | +9.1% | -49.8% | +58.9% | +17.4% |
| 5Y | -34.9% | -60.1% | +25.2% | -29.9% |
| All | +106.3% | +66.0% | +40.2% | +73.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling