+46.6%
DG vs AS
+0.4%
+46.2%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.3% | -0.3% | -2.1% |
| 7D | +6.1% | +7.1% | -1.0% | +4.8% |
| 30D | +11.9% | +12.8% | -0.9% | +9.6% |
| 3M | +9.3% | -14.7% | +24.0% | +11.9% |
| 6M | +19.1% | -9.9% | +29.1% | +20.8% |
| YTD | +5.9% | -16.1% | +22.1% | +6.5% |
| All | +46.6% | +0.4% | +46.2% | +70.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 1y: compounded portfolio wealth divided by compounded AS 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…
1y analysis · Full analysis span regression · 6 months rolling