+16.9%
D vs DG
+40.4%
-23.5%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.7% | -0.8% |
| 7D | +0.8% | +0.7% | +0.1% | +0.6% |
| 30D | +10.7% | +7.4% | +3.3% | +10.0% |
| 3M | +2.3% | +8.5% | -6.2% | +1.5% |
| 6M | +12.5% | +21.9% | -9.4% | +10.5% |
| YTD | +20.1% | +4.9% | +15.2% | +18.3% |
| All | +16.9% | +40.4% | -23.5% | +14.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling