-34.6%
DG vs FIVE
+31.2%
-65.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.1% | -3.6% | +0.3% |
| 7D | +8.4% | +4.3% | +4.1% | +7.3% |
| 30D | +4.9% | +12.5% | -7.6% | +1.9% |
| 3M | +29.3% | +31.2% | -1.9% | +21.1% |
| 6M | -11.3% | +14.4% | -25.6% | -14.7% |
| YTD | +1.8% | +33.9% | -32.1% | -5.8% |
| 1Y | +25.3% | +65.1% | -39.7% | +10.4% |
| 3Y | +9.1% | +49.0% | -39.9% | -2.3% |
| All | -34.6% | +31.2% | -65.8% | -44.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling