+9,498.1%
DGX vs FDS
+8,211.2%
+1,286.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.5% | +2.6% | -0.2% |
| 7D | -2.3% | -1.9% | -0.4% | -1.9% |
| 30D | +0.6% | +9.0% | -8.5% | -1.4% |
| 3M | +21.4% | +18.9% | +2.6% | +16.3% |
| 6M | +14.7% | +35.1% | -20.4% | +6.1% |
| YTD | +38.4% | +5.5% | +32.9% | +34.3% |
| 1Y | +34.0% | -16.8% | +50.8% | +36.3% |
| 3Y | +92.7% | -28.1% | +120.8% | +100.8% |
| 5Y | +67.7% | -17.4% | +85.1% | +68.0% |
| 10Y | +248.0% | +85.4% | +162.6% | +190.5% |
| All | +9,498.1% | +8,211.2% | +1,286.9% | +4,126.6% |
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 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