+117.6%
DT vs FDS
+17.5%
+100.1%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.5% | +1.9% | +0.4% |
| 7D | -3.3% | -1.9% | -1.4% | -2.2% |
| 30D | +2.0% | +9.0% | -7.0% | -3.1% |
| 3M | +20.0% | +18.9% | +1.1% | +7.0% |
| 6M | +39.3% | +35.1% | +4.2% | +14.4% |
| YTD | +19.8% | +5.5% | +14.3% | +13.3% |
| 1Y | +4.3% | -16.8% | +21.1% | +12.5% |
| 3Y | +7.7% | -28.1% | +35.8% | +25.1% |
| 5Y | -26.8% | -17.4% | -9.4% | -22.4% |
| All | +117.6% | +17.5% | +100.1% | +89.1% |
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