+11.7%
DG vs AR
+40.7%
-29.1%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.5% |
| 7D | +8.4% | +2.5% | +5.9% | +8.5% |
| 30D | +4.9% | +14.8% | -9.9% | +5.6% |
| 3M | +29.3% | +6.2% | +23.1% | +29.8% |
| 6M | -11.3% | +4.3% | -15.6% | -11.0% |
| YTD | +1.8% | +14.4% | -12.6% | +2.2% |
| 1Y | +25.3% | +21.3% | +4.0% | +26.1% |
| All | +11.7% | +40.7% | -29.1% | +11.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling