+97.1%
DGX vs FDS
-32.7%
+129.8%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.4% | +3.4% | +0.4% |
| 7D | -2.2% | -8.8% | +6.6% | -1.2% |
| 30D | -0.9% | -1.4% | +0.5% | -0.8% |
| 3M | +15.6% | +13.9% | +1.7% | +13.6% |
| 6M | +17.8% | +27.4% | -9.6% | +14.0% |
| YTD | +37.5% | -2.5% | +39.9% | +38.5% |
| 1Y | +31.2% | -23.8% | +54.9% | +38.1% |
| All | +97.1% | -32.7% | +129.8% | +105.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling