+172.4%
DG vs AR
-33.4%
+205.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.8% | -2.3% | -3.1% |
| 7D | +1.1% | -14.3% | +15.4% | +1.4% |
| 30D | +9.5% | +1.4% | +8.1% | +9.4% |
| 3M | +5.5% | +3.4% | +2.1% | +5.3% |
| 6M | +16.1% | -2.1% | +18.2% | +16.0% |
| YTD | +2.7% | +4.7% | -2.0% | +2.3% |
| 1Y | +42.1% | +10.6% | +31.5% | +41.3% |
| 3Y | +19.3% | +24.6% | -5.3% | +17.4% |
| 5Y | -35.3% | +71.9% | -107.2% | -37.1% |
| 10Y | +123.9% | +46.4% | +77.6% | +115.7% |
| All | +172.4% | -33.4% | +205.8% | +167.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling