+8.1%
FPS vs D
+7.4%
+0.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.4% | +3.9% | +2.0% |
| 7D | +3.1% | +0.4% | +2.7% | +3.3% |
| 30D | -18.6% | -3.6% | -15.0% | -19.5% |
| 3M | -51.5% | -1.0% | -50.5% | -51.8% |
| 6M | -8.5% | +6.3% | -14.8% | -7.3% |
| All | +8.1% | +7.4% | +0.7% | +9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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