+40.9%
B vs DG
+606.1%
-565.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.5% | -3.7% | -2.3% |
| 7D | -1.6% | +8.4% | -10.0% | -2.3% |
| 30D | +9.4% | +4.9% | +4.5% | +8.9% |
| 3M | +5.0% | +29.3% | -24.4% | +2.5% |
| 6M | -3.5% | -11.3% | +7.7% | -2.7% |
| YTD | +4.5% | +1.8% | +2.7% | +4.2% |
| 1Y | +67.8% | +25.3% | +42.4% | +64.1% |
| 3Y | +196.7% | +9.1% | +187.6% | +189.6% |
| 5Y | +151.9% | -34.9% | +186.8% | +154.7% |
| 10Y | +202.2% | +108.2% | +94.0% | +191.0% |
| All | +40.9% | +606.1% | -565.2% | +8.7% |
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