+14.9%
DG vs ALC
-13.4%
+28.2%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.2% | +3.7% | +1.9% |
| 7D | +8.4% | -2.1% | +10.5% | +8.8% |
| 30D | +4.9% | -0.1% | +5.0% | +4.9% |
| 3M | +29.3% | +5.9% | +23.4% | +27.8% |
| 6M | -11.3% | -15.9% | +4.7% | -9.3% |
| YTD | +1.8% | -10.1% | +11.9% | +3.1% |
| 1Y | +25.3% | -10.2% | +35.6% | +26.8% |
| All | +14.9% | -13.4% | +28.2% | +15.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling