+101.5%
DG vs AR
+57.2%
+44.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.3% | -3.4% | -2.1% |
| 7D | -2.5% | +6.4% | -8.9% | -2.6% |
| 30D | +7.7% | +3.1% | +4.6% | +7.6% |
| 3M | +13.1% | +3.3% | +9.8% | +12.9% |
| 6M | +32.0% | +6.6% | +25.5% | +31.7% |
| YTD | +3.3% | +12.3% | -9.0% | +2.8% |
| 1Y | +31.7% | +12.3% | +19.3% | +30.9% |
| 3Y | +21.7% | +50.4% | -28.8% | +18.9% |
| 5Y | -34.7% | +101.0% | -135.7% | -36.8% |
| All | +101.5% | +57.2% | +44.2% | +103.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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