-35.5%
DG vs FIVE
+16.7%
-52.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.2% | -0.3% |
| 7D | +0.3% | +2.7% | -2.4% | -0.4% |
| 30D | +3.2% | +12.7% | -9.4% | +0.4% |
| 3M | +10.4% | +2.1% | +8.4% | +9.7% |
| 6M | +33.2% | +17.5% | +15.7% | +27.6% |
| YTD | +3.0% | +31.0% | -28.0% | -4.2% |
| 1Y | +31.2% | +67.7% | -36.5% | +15.5% |
| 3Y | +21.8% | +43.4% | -21.6% | +10.5% |
| All | -35.5% | +16.7% | -52.3% | -45.6% |
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