+851.5%
DE vs DG
+101.8%
+749.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.6% |
| 7D | -2.6% | -6.5% | +3.9% | -1.3% |
| 30D | +9.0% | +4.2% | +4.9% | +8.1% |
| 3M | +19.1% | +9.5% | +9.6% | +16.5% |
| 6M | +14.4% | -13.1% | +27.5% | +17.0% |
| YTD | +45.9% | -4.8% | +50.8% | +46.3% |
| 1Y | +43.6% | +20.6% | +23.0% | +35.8% |
| 3Y | +75.9% | +4.9% | +70.9% | +63.8% |
| 5Y | +98.8% | -37.9% | +136.6% | +113.8% |
| All | +851.5% | +101.8% | +749.7% | +635.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling