+98.2%
DG vs IT
+103.1%
-4.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.3% | -4.0% | +0.5% |
| 7D | -6.5% | -3.7% | -2.8% | -6.0% |
| 30D | +4.2% | +0.1% | +4.1% | +4.0% |
| 3M | +9.5% | +20.7% | -11.2% | +5.5% |
| 6M | -13.1% | +12.0% | -25.1% | -15.7% |
| YTD | -4.8% | -28.8% | +24.0% | -1.6% |
| 1Y | +20.6% | -25.5% | +46.1% | +23.5% |
| 3Y | +4.9% | -48.8% | +53.7% | +11.5% |
| 5Y | -37.9% | -42.7% | +4.9% | -36.6% |
| All | +98.2% | +103.1% | -4.9% | +62.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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