-25.9%
DG vs COMP
-49.2%
+23.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.7% | -3.5% | +1.8% |
| 7D | +0.7% | +14.5% | -13.9% | -0.2% |
| 30D | +7.4% | +14.9% | -7.5% | +6.4% |
| 3M | +8.5% | -14.2% | +22.7% | +9.2% |
| 6M | +21.9% | +23.7% | -1.9% | +19.9% |
| YTD | +4.9% | +2.1% | +2.8% | +3.7% |
| 1Y | +40.4% | +26.2% | +14.2% | +37.1% |
| 3Y | +23.5% | +470.9% | -447.4% | +9.1% |
| 5Y | -32.3% | -14.0% | -18.3% | -38.0% |
| All | -25.9% | -49.2% | +23.3% | -33.2% |
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