+583.4%
DG vs IT
+871.9%
-288.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.6% | +6.1% | +2.3% |
| 7D | +8.4% | -6.0% | +14.4% | +9.5% |
| 30D | +4.9% | 0.0% | +4.9% | +4.7% |
| 3M | +29.3% | +13.1% | +16.3% | +25.2% |
| 6M | -11.3% | +11.7% | -23.0% | -14.3% |
| YTD | +1.8% | -26.1% | +27.9% | +5.2% |
| 1Y | +25.3% | -21.3% | +46.6% | +27.5% |
| 3Y | +9.1% | -46.7% | +55.8% | +16.5% |
| 5Y | -34.9% | -40.5% | +5.6% | -33.3% |
| 10Y | +108.2% | +103.9% | +4.3% | +53.3% |
| All | +583.4% | +871.9% | -288.5% | +227.6% |
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 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