-37.9%
DG vs EL
-67.4%
+29.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.1% | -1.9% | -3.6% |
| 7D | -2.5% | +1.7% | -4.1% | -2.8% |
| 30D | +1.0% | +15.5% | -14.5% | -2.2% |
| 3M | +20.3% | +20.6% | -0.2% | +15.5% |
| 6M | -11.7% | +10.5% | -22.2% | -14.2% |
| YTD | -2.3% | -1.9% | -0.4% | -3.5% |
| 1Y | +20.0% | +16.1% | +3.9% | +14.5% |
| 3Y | +7.2% | -30.2% | +37.5% | +11.4% |
| 5Y | -37.9% | -67.4% | +29.5% | -26.1% |
| All | -37.9% | -67.4% | +29.5% | -26.1% |
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 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