+583.4%
DG vs A
+753.8%
-170.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.3% |
| 7D | +8.4% | -1.9% | +10.3% | +8.9% |
| 30D | +4.9% | +6.9% | -2.0% | +3.0% |
| 3M | +29.3% | +9.2% | +20.1% | +26.1% |
| 6M | -11.3% | +25.7% | -36.9% | -16.8% |
| YTD | +1.8% | +11.5% | -9.8% | -1.7% |
| 1Y | +25.3% | +18.4% | +7.0% | +18.7% |
| 3Y | +9.1% | +26.6% | -17.5% | -0.2% |
| 5Y | -34.9% | -12.8% | -22.1% | -35.6% |
| 10Y | +108.2% | +247.2% | -139.0% | +42.8% |
| All | +583.4% | +753.8% | -170.4% | +259.9% |
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