+11.7%
D vs DG
-35.8%
+47.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +7.3% |
| 3M | -0.3% | +10.4% | -10.7% | -1.6% |
| 6M | +10.1% | +33.2% | -23.1% | +6.1% |
| YTD | +19.1% | +3.0% | +16.1% | +17.9% |
| 1Y | +15.9% | +31.2% | -15.3% | +11.1% |
| 3Y | +75.0% | +21.8% | +53.2% | +64.1% |
| All | +11.7% | -35.8% | +47.5% | +17.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling