+371.6%
ALL vs DG
+105.2%
+266.4%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.4% |
| 7D | +5.0% | +0.3% | +4.7% | +5.0% |
| 30D | +13.3% | +3.2% | +10.1% | +12.7% |
| 3M | +3.2% | +10.4% | -7.2% | +1.5% |
| 6M | +25.3% | +33.2% | -7.8% | +19.7% |
| YTD | +30.5% | +3.0% | +27.5% | +28.9% |
| 1Y | +29.2% | +31.2% | -2.0% | +22.4% |
| 3Y | +119.1% | +21.8% | +97.3% | +101.9% |
| 5Y | +162.6% | -35.0% | +197.6% | +179.7% |
| All | +371.6% | +105.2% | +266.4% | +309.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling