+583.4%
DG vs EL
+453.7%
+129.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.0% | -1.5% | +0.9% |
| 7D | +8.4% | +0.8% | +7.6% | +8.2% |
| 30D | +4.9% | +19.8% | -14.9% | +0.7% |
| 3M | +29.3% | +25.7% | +3.6% | +22.9% |
| 6M | -11.3% | +5.4% | -16.7% | -13.0% |
| YTD | +1.8% | +0.2% | +1.5% | +0.1% |
| 1Y | +25.3% | +20.4% | +4.9% | +18.5% |
| 3Y | +9.1% | -32.1% | +41.2% | +12.3% |
| 5Y | -34.9% | -67.2% | +32.3% | -23.1% |
| 10Y | +108.2% | +31.7% | +76.4% | +77.7% |
| All | +583.4% | +453.7% | +129.7% | +344.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling