+99.6%
DE vs DG
-37.9%
+137.5%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.5% |
| 7D | -2.6% | -6.5% | +3.9% | -1.8% |
| 30D | +9.0% | +4.2% | +4.9% | +8.5% |
| 3M | +19.1% | +9.5% | +9.6% | +17.6% |
| 6M | +14.4% | -13.1% | +27.5% | +16.1% |
| YTD | +45.9% | -4.8% | +50.8% | +46.4% |
| 1Y | +43.6% | +20.6% | +23.0% | +39.2% |
| 3Y | +75.9% | +4.9% | +70.9% | +68.4% |
| All | +99.6% | -37.9% | +137.5% | +108.8% |
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