+583.4%
DG vs CHD
+759.3%
-175.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +8.4% | -2.7% | +11.1% | +9.6% |
| 30D | +4.9% | -4.6% | +9.6% | +6.9% |
| 3M | +29.3% | +5.0% | +24.3% | +26.7% |
| 6M | -11.3% | -3.2% | -8.0% | -10.2% |
| YTD | +1.8% | +18.6% | -16.9% | -5.1% |
| 1Y | +25.3% | +4.8% | +20.5% | +22.4% |
| 3Y | +9.1% | +6.1% | +3.0% | +5.0% |
| 5Y | -34.9% | +24.0% | -58.8% | -41.7% |
| 10Y | +108.2% | +124.5% | -16.3% | +45.6% |
| All | +583.4% | +759.3% | -175.9% | +192.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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