+22.2%
DG vs M
+154.1%
-131.9%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.1% | 0.0% | -1.8% |
| 7D | -2.5% | +0.6% | -3.0% | -2.5% |
| 30D | +7.7% | +7.0% | +0.7% | +6.9% |
| 3M | +13.1% | +3.1% | +10.0% | +12.6% |
| 6M | +32.0% | +33.5% | -1.5% | +28.7% |
| YTD | +3.3% | +13.4% | -10.1% | +1.8% |
| 1Y | +31.7% | +22.4% | +9.2% | +29.0% |
| All | +22.2% | +154.1% | -131.9% | +15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 3y: compounded portfolio wealth divided by compounded M 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…
3y analysis · Full analysis span regression · 6 months rolling