+607.9%
DG vs EL
+504.8%
+103.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.2% | +0.4% |
| 7D | +5.2% | +7.6% | -2.4% | +3.6% |
| 30D | +7.9% | +15.7% | -7.8% | +4.6% |
| 3M | +12.7% | +30.5% | -17.8% | +6.2% |
| 6M | +22.4% | +32.5% | -10.1% | +14.7% |
| YTD | +5.4% | +9.4% | -4.0% | +1.7% |
| 1Y | +39.4% | +28.4% | +11.0% | +30.2% |
| 3Y | +24.1% | +4.4% | +19.7% | +16.9% |
| 5Y | -32.2% | -64.5% | +32.3% | -21.2% |
| 10Y | +111.8% | +64.9% | +46.9% | +72.7% |
| All | +607.9% | +504.8% | +103.2% | +351.2% |
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