+1,863.7%
DE vs DG
+577.8%
+1,285.9%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.0% | +2.2% | -1.0% |
| 7D | +0.7% | -2.5% | +3.1% | +1.2% |
| 30D | +9.6% | +1.0% | +8.6% | +9.4% |
| 3M | +19.0% | +20.3% | -1.3% | +14.0% |
| 6M | +16.1% | -11.7% | +27.8% | +18.3% |
| YTD | +47.0% | -2.3% | +49.3% | +46.5% |
| 1Y | +43.1% | +20.0% | +23.1% | +35.6% |
| 3Y | +77.5% | +7.2% | +70.3% | +64.9% |
| 5Y | +96.4% | -37.9% | +134.3% | +107.5% |
| 10Y | +852.9% | +107.3% | +745.6% | +641.8% |
| All | +1,863.7% | +577.8% | +1,285.9% | +923.4% |
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