-23.7%
FPS vs DG
-8.4%
-15.4%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.3% |
| 7D | +13.6% | +0.3% | +13.3% | +13.5% |
| 30D | -32.4% | +3.2% | -35.6% | -30.5% |
| 3M | -41.1% | +10.4% | -51.5% | -39.2% |
| 6M | -51.4% | +33.2% | -84.6% | -51.9% |
| All | -23.7% | -8.4% | -15.4% | -5.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling