-32.3%
DG vs DD
+70.3%
-102.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.2% |
| 7D | -3.0% | +3.2% | -6.2% | -3.5% |
| 30D | +8.6% | +20.3% | -11.7% | +5.0% |
| 3M | +15.0% | +8.2% | +6.9% | +13.3% |
| 6M | +32.7% | +3.4% | +29.3% | +31.5% |
| YTD | +5.5% | +30.6% | -25.1% | -0.3% |
| 1Y | +34.6% | +30.6% | +4.0% | +27.2% |
| 3Y | +24.2% | +91.1% | -66.9% | +7.0% |
| 5Y | -32.3% | +68.6% | -100.8% | -42.1% |
| All | -32.3% | +70.3% | -102.6% | -42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 5y: compounded portfolio wealth divided by compounded DD 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…
5y analysis · Full analysis span regression · 6 months rolling