-27.3%
DG vs COMP
-52.0%
+24.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.5% |
| 7D | +0.3% | 0.0% | +0.3% | +0.3% |
| 30D | +3.2% | +16.6% | -13.3% | +2.2% |
| 3M | +10.4% | -23.5% | +33.9% | +11.9% |
| 6M | +33.2% | +25.7% | +7.4% | +31.0% |
| YTD | +3.0% | -3.4% | +6.4% | +2.1% |
| 1Y | +31.2% | +7.6% | +23.6% | +29.2% |
| 3Y | +21.8% | +423.6% | -401.8% | +8.1% |
| 5Y | -35.0% | -10.6% | -24.4% | -40.4% |
| All | -27.3% | -52.0% | +24.7% | -34.2% |
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