-32.2%
DG vs IT
-43.9%
+11.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.6% |
| 7D | +5.2% | -7.5% | +12.7% | +6.5% |
| 30D | +7.9% | -1.2% | +9.1% | +8.3% |
| 3M | +12.7% | -2.2% | +14.9% | +12.9% |
| 6M | +22.4% | +19.1% | +3.3% | +18.4% |
| YTD | +5.4% | -25.1% | +30.5% | +7.6% |
| 1Y | +39.4% | -17.4% | +56.8% | +40.1% |
| 3Y | +24.1% | -54.1% | +78.2% | +33.8% |
| 5Y | -32.2% | -42.7% | +10.5% | -36.3% |
| All | -32.2% | -43.9% | +11.8% | -36.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling