-1.4%
DOW vs FDS
+52.1%
-53.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.7% | +0.6% | +2.4% |
| 7D | -0.5% | -2.1% | +1.6% | +0.3% |
| 30D | +15.7% | +16.0% | -0.3% | +9.5% |
| 3M | +5.3% | +18.8% | -13.5% | -1.8% |
| 6M | -14.2% | +54.1% | -68.3% | -29.1% |
| YTD | +43.9% | +17.0% | +26.9% | +32.0% |
| 1Y | +53.1% | +25.5% | +27.5% | +35.3% |
| 3Y | -21.8% | -23.3% | +1.5% | -14.4% |
| 5Y | -28.3% | -22.6% | -5.7% | -23.7% |
| All | -1.4% | +52.1% | -53.5% | -29.1% |
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