-25.2%
DG vs COMP
-56.6%
+31.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -8.2% | +5.6% | -2.1% |
| 7D | +6.1% | -1.8% | +7.9% | +6.2% |
| 30D | +11.9% | -0.8% | +12.7% | +12.0% |
| 3M | +9.3% | -28.1% | +37.4% | +11.2% |
| 6M | +19.1% | +27.0% | -7.9% | +17.0% |
| YTD | +5.9% | -12.8% | +18.7% | +5.7% |
| 1Y | +39.8% | +4.9% | +34.9% | +38.1% |
| 3Y | +23.4% | +321.0% | -297.6% | +10.8% |
| 5Y | -33.3% | -25.6% | -7.7% | -38.4% |
| All | -25.2% | -56.6% | +31.4% | -31.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling