+27.7%
B vs DG
+612.5%
-584.8%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.1% | +3.6% | +0.8% |
| 7D | +9.6% | +1.1% | +8.5% | +9.5% |
| 30D | +3.5% | +9.5% | -6.0% | +2.6% |
| 3M | -1.6% | +5.5% | -7.0% | -2.2% |
| 6M | -1.7% | +16.1% | -17.8% | -3.3% |
| YTD | -5.3% | +2.7% | -8.0% | -5.8% |
| 1Y | +27.2% | +42.1% | -14.9% | +23.2% |
| 3Y | +166.1% | +19.3% | +146.9% | +158.0% |
| 5Y | +136.5% | -35.3% | +171.8% | +139.0% |
| 10Y | +172.2% | +123.9% | +48.3% | +160.9% |
| All | +27.7% | +612.5% | -584.8% | -1.7% |
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