+583.4%
DG vs M
+131.5%
+451.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.6% | -1.1% | +1.1% |
| 7D | +8.4% | +4.7% | +3.7% | +7.7% |
| 30D | +4.9% | -9.6% | +14.6% | +6.4% |
| 3M | +29.3% | +0.9% | +28.5% | +29.1% |
| 6M | -11.3% | +22.3% | -33.5% | -13.9% |
| YTD | +1.8% | +6.5% | -4.8% | +0.3% |
| 1Y | +25.3% | +38.8% | -13.4% | +19.0% |
| 3Y | +9.1% | +115.9% | -106.8% | -6.2% |
| 5Y | -34.9% | +28.6% | -63.5% | -42.0% |
| 10Y | +108.2% | -2.5% | +110.7% | +84.4% |
| All | +583.4% | +131.5% | +451.9% | +388.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling