+2,625.3%
FN vs DG
+457.7%
+2,167.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -2.6% | -11.7% | -13.8% |
| 7D | -16.0% | +6.1% | -22.1% | -17.0% |
| 30D | -40.1% | +11.9% | -52.1% | -41.6% |
| 3M | -43.9% | +9.3% | -53.2% | -45.2% |
| 6M | -55.6% | +19.1% | -74.8% | -57.7% |
| YTD | -35.7% | +5.9% | -41.6% | -37.4% |
| 1Y | -39.8% | +39.8% | -79.6% | -45.0% |
| 3Y | +80.3% | +23.4% | +56.9% | +61.8% |
| 5Y | +143.3% | -33.3% | +176.6% | +154.5% |
| 10Y | +682.3% | +131.0% | +551.3% | +469.4% |
| All | +2,625.3% | +457.7% | +2,167.6% | +1,218.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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