-37.9%
DG vs A
-14.2%
-23.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.7% | -1.4% | -3.4% |
| 7D | -2.5% | -2.1% | -0.4% | -1.9% |
| 30D | +1.0% | +0.6% | +0.4% | +0.8% |
| 3M | +20.3% | +10.9% | +9.4% | +17.0% |
| 6M | -11.7% | +28.2% | -39.9% | -17.4% |
| YTD | -2.3% | +8.6% | -10.9% | -5.2% |
| 1Y | +20.0% | +15.5% | +4.5% | +14.4% |
| 3Y | +7.2% | +31.8% | -24.6% | -2.8% |
| 5Y | -37.9% | -14.9% | -23.1% | -39.8% |
| All | -37.9% | -14.2% | -23.7% | -39.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling