+199.8%
DG vs FIVE
+822.5%
-622.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -3.0% |
| 7D | +1.1% | -0.3% | +1.4% | +1.2% |
| 30D | +9.5% | +17.7% | -8.2% | +5.8% |
| 3M | +5.5% | +4.0% | +1.5% | +4.5% |
| 6M | +16.1% | +2.6% | +13.5% | +14.9% |
| YTD | +2.7% | +27.6% | -24.9% | -3.3% |
| 1Y | +42.1% | +59.9% | -17.9% | +27.6% |
| 3Y | +19.3% | +35.8% | -16.5% | +6.0% |
| 5Y | -35.3% | +14.4% | -49.8% | -42.2% |
| 10Y | +123.9% | +576.1% | -452.2% | +35.5% |
| All | +199.8% | +822.5% | -622.7% | +76.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling