+25.3%
DG vs ET
+31.4%
-6.0%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.5% |
| 7D | +8.4% | +0.9% | +7.5% | +8.4% |
| 30D | +4.9% | +7.5% | -2.5% | +5.0% |
| 3M | +29.3% | +11.4% | +17.9% | +29.1% |
| 6M | -11.3% | +18.5% | -29.8% | -11.8% |
| YTD | +1.8% | +37.4% | -35.6% | -2.1% |
| 1Y | +25.3% | +30.9% | -5.6% | +22.2% |
| All | +25.3% | +31.4% | -6.0% | +22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 1y: compounded portfolio wealth divided by compounded ET 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…
1y analysis · Full analysis span regression · 6 months rolling