-38.5%
DG vs IT
-45.7%
+7.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.7% | -0.9% | -2.4% |
| 7D | -4.8% | -9.1% | +4.3% | -3.6% |
| 30D | +1.8% | -12.2% | +13.9% | +3.4% |
| 3M | +14.5% | +7.8% | +6.7% | +12.3% |
| 6M | -13.6% | +2.0% | -15.5% | -14.8% |
| YTD | -4.8% | -32.7% | +27.9% | -1.5% |
| 1Y | +21.6% | -31.1% | +52.7% | +25.0% |
| 3Y | +4.5% | -52.1% | +56.6% | +9.7% |
| 5Y | -38.5% | -46.3% | +7.8% | -40.6% |
| All | -38.5% | -45.7% | +7.2% | -40.6% |
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