+3.4%
DG vs AS
+120.4%
-116.9%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.6% | -2.1% | +1.3% |
| 7D | +8.4% | -4.9% | +13.3% | +8.7% |
| 30D | +4.9% | -19.6% | +24.5% | +6.2% |
| 3M | +29.3% | -14.4% | +43.7% | +30.5% |
| 6M | -11.3% | -20.1% | +8.9% | -10.4% |
| YTD | +1.8% | -20.9% | +22.7% | +2.7% |
| 1Y | +25.3% | -21.9% | +47.2% | +26.3% |
| All | +3.4% | +120.4% | -116.9% | -4.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling