-37.9%
DG vs DD
+61.7%
-99.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.2% | -3.8% | -4.0% |
| 7D | -2.5% | -0.6% | -1.9% | -2.4% |
| 30D | +1.0% | -7.4% | +8.4% | +2.4% |
| 3M | +20.3% | -6.4% | +26.8% | +21.5% |
| 6M | -11.7% | -2.5% | -9.3% | -11.8% |
| YTD | -2.3% | +10.2% | -12.6% | -4.7% |
| 1Y | +20.0% | +36.9% | -16.9% | +12.8% |
| 3Y | +7.2% | +47.0% | -39.8% | -2.1% |
| 5Y | -37.9% | +63.1% | -101.1% | -45.7% |
| All | -37.9% | +61.7% | -99.7% | -45.7% |
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