+589.6%
DG vs A
+890.5%
-301.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.7% | -4.8% | -3.5% |
| 7D | +1.1% | -0.1% | +1.2% | +1.1% |
| 30D | +9.5% | +3.4% | +6.2% | +8.4% |
| 3M | +5.5% | +23.8% | -18.4% | -0.5% |
| 6M | +16.1% | +49.0% | -32.9% | +4.2% |
| YTD | +2.7% | +29.4% | -26.7% | -4.7% |
| 1Y | +42.1% | +19.4% | +22.7% | +34.3% |
| 3Y | +19.3% | +66.2% | -46.9% | +1.5% |
| 5Y | -35.3% | +15.8% | -51.1% | -40.6% |
| 10Y | +123.9% | +326.1% | -202.2% | +45.9% |
| All | +589.6% | +890.5% | -301.0% | +248.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling