+594.0%
DG vs CHD
+874.2%
-280.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.0% |
| 7D | -2.5% | +0.4% | -2.8% | -2.6% |
| 30D | +7.7% | +11.6% | -3.9% | +3.2% |
| 3M | +13.1% | +10.7% | +2.4% | +8.7% |
| 6M | +32.0% | +20.2% | +11.8% | +22.7% |
| YTD | +3.3% | +34.5% | -31.2% | -8.2% |
| 1Y | +31.7% | +32.6% | -0.9% | +17.6% |
| 3Y | +21.7% | +29.1% | -7.4% | +8.6% |
| 5Y | -34.7% | +31.5% | -66.3% | -42.9% |
| 10Y | +106.7% | +190.9% | -84.2% | +31.5% |
| All | +594.0% | +874.2% | -280.2% | +183.0% |
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