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  • DGX vs FDS✓SelectedUSD · FDSDGX vs FDS performance historyLatest closeAs of-0.94%09/04
Stock and ETF performance explorer

DGX vs FDS

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+9,498.1%
FDS return
+8,211.2%
Excess return
+1,286.9%
Maximum drawdown
-49.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioFDSExcessAlpha
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