+31.7%
DG vs COMP
+6.6%
+25.1%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.1% | +0.1% | -1.9% |
| 7D | -2.5% | +8.9% | -11.4% | -3.4% |
| 30D | +7.7% | +14.0% | -6.3% | +6.3% |
| 3M | +13.1% | -21.1% | +34.2% | +14.5% |
| 6M | +32.0% | +20.1% | +11.9% | +30.0% |
| YTD | +3.3% | -5.0% | +8.3% | +1.6% |
| 1Y | +31.7% | +5.7% | +26.0% | +31.9% |
| All | +31.7% | +6.6% | +25.1% | +31.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling