+594.0%
DG vs IT
+895.0%
-301.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -0.9% | -1.8% |
| 7D | -2.5% | -3.7% | +1.2% | -1.8% |
| 30D | +7.7% | -3.1% | +10.8% | +8.3% |
| 3M | +13.1% | +6.3% | +6.8% | +11.5% |
| 6M | +32.0% | +24.8% | +7.3% | +25.0% |
| YTD | +3.3% | -24.4% | +27.7% | +6.2% |
| 1Y | +31.7% | -17.1% | +48.7% | +32.8% |
| 3Y | +21.7% | -53.6% | +75.3% | +34.4% |
| 5Y | -34.7% | -42.5% | +7.8% | -32.6% |
| 10Y | +106.7% | +88.8% | +17.9% | +55.5% |
| All | +594.0% | +895.0% | -301.0% | +230.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling