+270.6%
C vs DG
+12.2%
+258.4%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.3% |
| 7D | +3.6% | +8.4% | -4.8% | +3.5% |
| 30D | +0.1% | +4.9% | -4.9% | 0.0% |
| 3M | +2.4% | +29.3% | -26.9% | +1.8% |
| 6M | +24.9% | -11.3% | +36.2% | +25.0% |
| YTD | +19.8% | +1.8% | +18.1% | +19.6% |
| 1Y | +44.9% | +25.3% | +19.5% | +44.2% |
| All | +270.6% | +12.2% | +258.4% | +269.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling