+40.9%
D vs DG
+108.0%
-67.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.0% | +4.6% | +1.3% |
| 7D | +0.8% | -2.5% | +3.2% | +1.2% |
| 30D | -0.7% | +1.0% | -1.8% | -1.0% |
| 3M | +2.1% | +20.3% | -18.2% | -1.5% |
| 6M | +6.8% | -11.7% | +18.6% | +8.6% |
| YTD | +16.5% | -2.3% | +18.9% | +16.1% |
| 1Y | +19.2% | +20.0% | -0.8% | +13.5% |
| 3Y | +61.9% | +7.2% | +54.6% | +51.9% |
| 5Y | +6.5% | -37.9% | +44.5% | +12.8% |
| All | +40.9% | +108.0% | -67.1% | +26.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling