-32.3%
DG vs EL
-65.0%
+32.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.8% | -0.6% | +1.6% |
| 7D | +0.7% | +8.0% | -7.3% | -0.9% |
| 30D | +7.4% | +15.4% | -8.0% | +4.2% |
| 3M | +8.5% | +28.5% | -20.0% | +2.7% |
| 6M | +21.9% | +32.2% | -10.4% | +14.4% |
| YTD | +4.9% | +9.2% | -4.3% | +1.2% |
| 1Y | +40.4% | +30.8% | +9.6% | +30.8% |
| 3Y | +23.5% | +3.7% | +19.8% | +17.5% |
| 5Y | -32.3% | -64.8% | +32.5% | -18.8% |
| All | -32.3% | -65.0% | +32.7% | -18.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling