+556.0%
DG vs ET
+887.8%
-331.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.1% | -4.0% |
| 7D | -2.5% | +0.4% | -2.9% | -2.5% |
| 30D | +1.0% | +6.9% | -5.8% | +0.6% |
| 3M | +20.3% | +13.1% | +7.2% | +19.3% |
| 6M | -11.7% | +18.7% | -30.5% | -12.8% |
| YTD | -2.3% | +37.4% | -39.8% | -4.4% |
| 1Y | +20.0% | +34.8% | -14.8% | +17.6% |
| 3Y | +7.2% | +96.8% | -89.6% | +1.9% |
| 5Y | -37.9% | +238.2% | -276.2% | -43.3% |
| 10Y | +107.3% | +159.4% | -52.1% | +88.6% |
| All | +556.0% | +887.8% | -331.8% | +357.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling