+145.0%
ALL vs DG
-34.7%
+179.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.1% | -1.4% | -4.1% |
| 7D | -1.9% | +1.1% | -3.0% | -2.1% |
| 30D | +13.8% | +9.5% | +4.3% | +12.8% |
| 3M | -7.0% | +5.5% | -12.5% | -7.5% |
| 6M | +18.0% | +16.1% | +1.9% | +16.2% |
| YTD | +24.2% | +2.7% | +21.5% | +23.3% |
| 1Y | +31.2% | +42.1% | -10.9% | +25.8% |
| 3Y | +107.5% | +19.3% | +88.3% | +96.9% |
| All | +145.0% | -34.7% | +179.7% | +165.2% |
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