+119.3%
DG vs FIVE
+596.6%
-477.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.6% | -3.4% | +0.9% |
| 7D | +0.7% | +6.2% | -5.5% | -0.7% |
| 30D | +7.4% | +18.2% | -10.7% | +3.3% |
| 3M | +8.5% | +3.8% | +4.7% | +7.4% |
| 6M | +21.9% | +13.7% | +8.1% | +17.7% |
| YTD | +4.9% | +34.7% | -29.8% | -3.1% |
| 1Y | +40.4% | +66.6% | -26.2% | +23.5% |
| 3Y | +23.5% | +44.3% | -20.8% | +7.4% |
| 5Y | -32.3% | +18.8% | -51.1% | -40.4% |
| 10Y | +119.3% | +569.2% | -449.9% | +10.7% |
| All | +119.3% | +596.6% | -477.2% | +10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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