-38.7%
DG vs ET
+241.7%
-280.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.3% |
| 7D | -6.3% | +1.4% | -7.7% | -6.4% |
| 30D | +2.4% | +4.6% | -2.1% | +2.2% |
| 3M | +12.4% | +16.0% | -3.6% | +11.4% |
| 6M | -14.9% | +22.8% | -37.7% | -16.0% |
| YTD | -6.1% | +38.9% | -44.9% | -8.0% |
| 1Y | +17.9% | +34.1% | -16.2% | +15.6% |
| 3Y | +3.1% | +98.8% | -95.7% | -5.2% |
| 5Y | -38.7% | +246.8% | -285.5% | -43.8% |
| All | -38.7% | +241.7% | -280.3% | -43.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling