+589.6%
DG vs M
+133.7%
+455.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.6% | +1.5% | -2.4% |
| 7D | +1.1% | -4.3% | +5.4% | +1.8% |
| 30D | +9.5% | +1.3% | +8.2% | +9.4% |
| 3M | +5.5% | -7.4% | +12.8% | +6.6% |
| 6M | +16.1% | +18.3% | -2.2% | +13.3% |
| YTD | +2.7% | +7.6% | -4.9% | +1.1% |
| 1Y | +42.1% | +17.4% | +24.7% | +38.2% |
| 3Y | +19.3% | +108.4% | -89.1% | +3.2% |
| 5Y | -35.3% | -10.6% | -24.7% | -39.2% |
| 10Y | +123.9% | -3.2% | +127.1% | +99.1% |
| All | +589.6% | +133.7% | +455.8% | +392.5% |
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 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