-25.5%
DG vs COMP
-51.7%
+26.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.7% | -2.6% | -0.1% |
| 7D | -3.0% | +2.2% | -5.2% | -3.2% |
| 30D | +8.6% | +16.3% | -7.7% | +7.5% |
| 3M | +15.0% | -19.1% | +34.2% | +16.2% |
| 6M | +32.7% | +17.1% | +15.6% | +31.0% |
| YTD | +5.5% | -2.9% | +8.4% | +4.5% |
| 1Y | +34.6% | +8.8% | +25.8% | +32.5% |
| 3Y | +24.2% | +423.5% | -399.2% | +10.2% |
| 5Y | -32.3% | -10.5% | -21.8% | -37.9% |
| All | -25.5% | -51.7% | +26.2% | -32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 10y: compounded portfolio wealth divided by compounded COMP 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…
10y analysis · Full analysis span regression · 6 months rolling