+1,186.0%
ALL vs DG
+628.1%
+557.9%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -0.8% |
| 7D | -3.9% | +0.7% | -4.5% | -4.0% |
| 30D | +10.6% | +7.4% | +3.2% | +9.2% |
| 3M | -4.6% | +8.5% | -13.1% | -6.0% |
| 6M | +20.2% | +21.9% | -1.7% | +15.8% |
| YTD | +23.7% | +4.9% | +18.8% | +21.7% |
| 1Y | +27.9% | +40.4% | -12.5% | +19.1% |
| 3Y | +109.2% | +23.5% | +85.7% | +91.7% |
| 5Y | +148.0% | -32.3% | +180.3% | +156.6% |
| 10Y | +363.8% | +119.3% | +244.5% | +271.1% |
| All | +1,186.0% | +628.1% | +557.9% | +625.8% |
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