+16.6%
DG vs ALC
+21.6%
-5.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.0% | -2.1% | -3.6% |
| 7D | -2.5% | -3.7% | +1.2% | -1.7% |
| 30D | +1.0% | -3.7% | +4.8% | +1.7% |
| 3M | +20.3% | +4.6% | +15.8% | +19.3% |
| 6M | -11.7% | -14.6% | +2.9% | -9.4% |
| YTD | -2.3% | -11.9% | +9.5% | -0.3% |
| 1Y | +20.0% | -13.1% | +33.1% | +22.7% |
| 3Y | +7.2% | -15.0% | +22.2% | +8.1% |
| 5Y | -37.9% | -16.2% | -21.7% | -38.1% |
| All | +16.6% | +21.6% | -5.0% | +8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 10y: compounded portfolio wealth divided by compounded ALC 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…
10y analysis · Full analysis span regression · 6 months rolling