+102.2%
DG vs EL
+28.8%
+73.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.9% | +0.3% | -2.0% |
| 7D | -4.8% | -2.4% | -2.5% | -4.3% |
| 30D | +1.8% | +13.7% | -11.9% | -1.3% |
| 3M | +14.5% | +14.5% | 0.0% | +10.9% |
| 6M | -13.6% | +7.4% | -21.0% | -15.5% |
| YTD | -4.8% | -4.7% | -0.1% | -5.4% |
| 1Y | +21.6% | +12.9% | +8.6% | +16.4% |
| 3Y | +4.5% | -32.2% | +36.7% | +8.2% |
| 5Y | -38.5% | -68.4% | +29.9% | -25.5% |
| 10Y | +102.2% | +28.3% | +74.0% | +69.1% |
| All | +102.2% | +28.8% | +73.4% | +69.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 10y: compounded portfolio wealth divided by compounded EL 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…
10y analysis · Full analysis span regression · 6 months rolling