+109.8%
AAPL vs DG
-39.5%
+149.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.3% | -0.1% |
| 7D | -3.0% | -4.8% | +1.9% | -2.6% |
| 30D | +2.3% | +1.8% | +0.5% | +2.2% |
| 3M | +8.6% | +14.5% | -5.8% | +7.7% |
| 6M | +21.6% | -13.6% | +35.1% | +22.4% |
| YTD | +16.3% | -4.8% | +21.2% | +16.4% |
| 1Y | +35.1% | +21.6% | +13.5% | +32.8% |
| 3Y | +79.4% | +4.5% | +74.9% | +76.0% |
| 5Y | +109.8% | -38.5% | +148.3% | +131.2% |
| All | +109.8% | -39.5% | +149.3% | +131.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling