+208.1%
C vs DG
+19.3%
+188.8%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.1% | +3.6% | +0.6% |
| 7D | -2.4% | +1.1% | -3.5% | -2.4% |
| 30D | -6.0% | +9.5% | -15.5% | -6.1% |
| 3M | -10.5% | +5.5% | -16.0% | -10.7% |
| 6M | -5.7% | +16.1% | -21.8% | -6.1% |
| YTD | +4.1% | +2.7% | +1.5% | +3.9% |
| 1Y | +20.5% | +42.1% | -21.6% | +19.9% |
| 3Y | +208.1% | +19.3% | +188.9% | +195.4% |
| All | +208.1% | +19.3% | +188.8% | +195.4% |
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