+604.7%
DG vs EL
+503.3%
+101.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.6% |
| 6M | +21.9% | +32.2% | -10.4% | +14.3% |
| YTD | +4.9% | +9.2% | -4.3% | +1.3% |
| 1Y | +40.4% | +30.8% | +9.6% | +30.6% |
| 3Y | +23.5% | +3.7% | +19.8% | +16.5% |
| 5Y | -32.3% | -64.8% | +32.5% | -21.2% |
| 10Y | +119.3% | +60.0% | +59.3% | +79.8% |
| All | +604.7% | +503.3% | +101.4% | +349.3% |
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