+9.7%
FPS vs DGX
+24.7%
-15.0%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.7% | +7.3% | +9.7% |
| 7D | +1.5% | -0.9% | +2.4% | +0.9% |
| 30D | -16.9% | -1.2% | -15.7% | -17.3% |
| 3M | -45.3% | +15.8% | -61.1% | -40.8% |
| 6M | -10.3% | +18.2% | -28.5% | -1.8% |
| All | +9.7% | +24.7% | -15.0% | +22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 1y: compounded portfolio wealth divided by compounded DGX 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…
1y analysis · Full analysis span regression · 6 months rolling