+1,215.3%
ALL vs DG
+606.1%
+609.2%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.8% | -1.6% |
| 7D | 0.0% | +8.4% | -8.4% | -1.3% |
| 30D | -1.5% | +4.9% | -6.4% | -2.3% |
| 3M | +23.6% | +29.3% | -5.7% | +18.2% |
| 6M | +22.3% | -11.3% | +33.6% | +24.2% |
| YTD | +26.5% | +1.8% | +24.8% | +25.2% |
| 1Y | +27.0% | +25.3% | +1.7% | +20.6% |
| 3Y | +149.6% | +9.1% | +140.5% | +134.8% |
| 5Y | +118.1% | -34.9% | +153.0% | +127.4% |
| 10Y | +369.0% | +108.2% | +260.8% | +279.1% |
| All | +1,215.3% | +606.1% | +609.2% | +647.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling