+285.0%
D vs DG
+612.5%
-327.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.1% | +1.6% | -1.0% |
| 7D | +3.0% | +1.1% | +1.9% | +2.8% |
| 30D | +11.5% | +9.5% | +2.0% | +9.8% |
| 3M | +3.7% | +5.5% | -1.7% | +2.7% |
| 6M | +13.5% | +16.1% | -2.6% | +10.3% |
| YTD | +20.7% | +2.7% | +18.1% | +19.2% |
| 1Y | +18.2% | +42.1% | -23.9% | +10.1% |
| 3Y | +73.3% | +19.3% | +54.1% | +61.1% |
| 5Y | +12.3% | -35.3% | +47.6% | +15.7% |
| 10Y | +43.4% | +123.9% | -80.5% | +23.1% |
| All | +285.0% | +612.5% | -327.4% | +167.0% |
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 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