+607.9%
DG vs A
+908.2%
-300.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.7% | +0.8% |
| 7D | +5.2% | +1.4% | +3.8% | +4.8% |
| 30D | +7.9% | +4.3% | +3.6% | +6.6% |
| 3M | +12.7% | +19.8% | -7.1% | +7.3% |
| 6M | +22.4% | +54.4% | -31.9% | +8.9% |
| YTD | +5.4% | +31.7% | -26.3% | -2.6% |
| 1Y | +39.4% | +22.4% | +16.9% | +30.9% |
| 3Y | +24.1% | +67.7% | -43.6% | +5.4% |
| 5Y | -32.2% | +15.7% | -47.9% | -37.7% |
| 10Y | +111.8% | +308.7% | -196.9% | +39.2% |
| All | +607.9% | +908.2% | -300.3% | +256.6% |
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