+34.6%
DG vs IRE
-97.4%
+132.0%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +12.1% | -12.0% | +0.2% |
| 7D | -3.0% | -15.1% | +12.2% | -2.9% |
| 30D | +8.6% | -71.4% | +80.0% | +9.2% |
| 3M | +15.0% | -81.2% | +96.2% | +15.9% |
| 6M | +32.7% | -93.7% | +126.4% | +35.9% |
| YTD | +5.5% | -92.2% | +97.7% | +4.9% |
| 1Y | +34.6% | -97.3% | +131.9% | +37.8% |
| All | +34.6% | -97.4% | +132.0% | +37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 1y: compounded portfolio wealth divided by compounded IRE 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…
1y analysis · Full analysis span regression · 6 months rolling