+269.6%
D vs DG
+606.1%
-336.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -2.9% | -1.7% |
| 7D | +0.4% | +8.4% | -8.0% | -0.9% |
| 30D | -3.6% | +4.9% | -8.5% | -4.4% |
| 3M | -1.0% | +29.3% | -30.3% | -5.3% |
| 6M | +6.3% | -11.3% | +17.5% | +7.8% |
| YTD | +14.7% | +1.8% | +13.0% | +13.6% |
| 1Y | +16.9% | +25.3% | -8.4% | +11.3% |
| 3Y | +56.8% | +9.1% | +47.7% | +48.2% |
| 5Y | +5.2% | -34.9% | +40.1% | +8.3% |
| 10Y | +35.9% | +108.2% | -72.3% | +17.9% |
| All | +269.6% | +606.1% | -336.5% | +156.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling