+44.7%
DG vs MKTX
+5.4%
+39.3%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | 0.0% | +8.6% | +8.5% |
| 7D | +12.3% | +0.5% | +11.8% | +12.2% |
| 30D | +19.3% | +1.0% | +18.3% | +19.1% |
| 3M | +11.9% | +2.5% | +9.4% | +11.4% |
| 6M | +25.0% | +8.0% | +16.9% | +31.7% |
| YTD | +8.7% | -7.3% | +16.0% | +26.1% |
| 1Y | +44.7% | +4.7% | +40.0% | +50.6% |
| All | +44.7% | +5.4% | +39.3% | +50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 1y: compounded portfolio wealth divided by compounded MKTX 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…
1y analysis · Full analysis span regression · 6 months rolling