-10.8%
DOW vs FDS
+37.1%
-48.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.5% | +0.5% | -1.7% |
| 7D | -2.4% | -1.9% | -0.5% | -1.7% |
| 30D | +0.4% | +9.0% | -8.6% | -3.0% |
| 3M | -14.4% | +18.9% | -33.2% | -20.8% |
| 6M | -7.0% | +35.1% | -42.1% | -19.5% |
| YTD | +30.2% | +5.5% | +24.7% | +24.7% |
| 1Y | +29.2% | -16.8% | +46.0% | +37.2% |
| 3Y | -36.7% | -28.1% | -8.6% | -29.1% |
| 5Y | -37.7% | -17.4% | -20.3% | -37.4% |
| All | -10.8% | +37.1% | -48.0% | -33.0% |
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