+594.0%
DG vs DD
+365.9%
+228.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -2.0% |
| 7D | -2.5% | +6.7% | -9.2% | -3.6% |
| 30D | +7.7% | +19.4% | -11.7% | +4.0% |
| 3M | +13.1% | +7.6% | +5.5% | +11.3% |
| 6M | +32.0% | +2.9% | +29.1% | +30.8% |
| YTD | +3.3% | +29.9% | -26.5% | -2.3% |
| 1Y | +31.7% | +28.6% | +3.0% | +24.7% |
| 3Y | +21.7% | +90.0% | -68.3% | +5.3% |
| 5Y | -34.7% | +68.1% | -102.9% | -42.9% |
| 10Y | +106.7% | +98.7% | +8.0% | +67.0% |
| All | +594.0% | +365.9% | +228.1% | +350.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling