-0.1%
DT vs FDS
-23.8%
+23.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.4% | +4.0% | +2.1% |
| 7D | -0.5% | -8.8% | +8.3% | +3.5% |
| 30D | +0.1% | -1.4% | +1.4% | +0.6% |
| 3M | +24.1% | +13.9% | +10.2% | +15.9% |
| 6M | +30.1% | +27.4% | +2.7% | +15.1% |
| YTD | +16.8% | -2.5% | +19.2% | +11.0% |
| 1Y | -0.1% | -23.8% | +23.7% | -3.3% |
| All | -0.1% | -23.8% | +23.7% | -3.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling