-54.4%
FPS vs DG
+15.9%
-70.3%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -3.1% | +10.1% | +4.8% |
| 7D | -24.5% | +1.1% | -25.6% | -22.5% |
| 30D | -52.1% | +9.5% | -61.6% | -48.6% |
| 3M | -48.4% | +5.5% | -53.8% | -45.3% |
| 6M | -54.4% | +16.1% | -70.5% | -50.0% |
| All | -54.4% | +15.9% | -70.3% | -50.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling