+98.2%
DG vs ET
+177.0%
-78.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.4% |
| 7D | -6.5% | +0.2% | -6.7% | -6.5% |
| 30D | +4.2% | +2.9% | +1.3% | +3.9% |
| 3M | +9.5% | +16.8% | -7.3% | +8.1% |
| 6M | -13.1% | +18.9% | -32.0% | -14.4% |
| YTD | -4.8% | +37.7% | -42.5% | -7.3% |
| 1Y | +20.6% | +32.4% | -11.8% | +17.8% |
| 3Y | +4.9% | +99.5% | -94.5% | -2.0% |
| 5Y | -37.9% | +244.0% | -281.8% | -44.9% |
| All | +98.2% | +177.0% | -78.8% | +78.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling