+15.9%
D vs DG
+31.9%
-16.0%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.6% | +0.3% |
| 7D | -1.4% | +0.3% | -1.7% | -1.4% |
| 30D | +7.7% | +3.2% | +4.5% | +7.4% |
| 3M | -0.3% | +10.4% | -10.7% | -1.0% |
| 6M | +10.1% | +33.2% | -23.1% | +8.3% |
| YTD | +19.1% | +3.0% | +16.1% | +17.6% |
| 1Y | +15.9% | +31.2% | -15.3% | +13.7% |
| All | +15.9% | +31.9% | -16.0% | +13.7% |
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 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