+122.2%
ALL vs DG
-35.0%
+157.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.8% | -1.5% |
| 7D | 0.0% | +8.4% | -8.4% | -0.7% |
| 30D | -1.5% | +4.9% | -6.4% | -2.0% |
| 3M | +23.6% | +29.3% | -5.7% | +20.7% |
| 6M | +22.3% | -11.3% | +33.6% | +23.3% |
| YTD | +26.5% | +1.8% | +24.8% | +25.8% |
| 1Y | +27.0% | +25.3% | +1.7% | +23.4% |
| 3Y | +149.6% | +9.1% | +140.5% | +140.7% |
| All | +122.2% | -35.0% | +157.2% | +142.3% |
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 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