+44.7%
DG vs A
+24.4%
+20.3%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.0% | +7.5% | +8.3% |
| 7D | +12.3% | -2.4% | +14.6% | +12.9% |
| 30D | +19.3% | +3.6% | +15.7% | +17.9% |
| 3M | +11.9% | +27.5% | -15.6% | +3.7% |
| 6M | +25.0% | +58.5% | -33.5% | +6.6% |
| YTD | +8.7% | +31.2% | -22.5% | -2.0% |
| 1Y | +44.7% | +22.2% | +22.5% | +29.8% |
| All | +44.7% | +24.4% | +20.3% | +29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 1y: compounded portfolio wealth divided by compounded A 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…
1y analysis · Full analysis span regression · 6 months rolling