+31.5%
DG vs Q
+71.3%
-39.9%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | +1.4% |
| 7D | +8.4% | +0.2% | +8.2% | +8.4% |
| 30D | +4.9% | -11.1% | +16.1% | +5.3% |
| 3M | +29.3% | -22.1% | +51.5% | +30.2% |
| 6M | -11.3% | +0.5% | -11.7% | -14.2% |
| YTD | +1.8% | +47.8% | -46.1% | -8.7% |
| All | +31.5% | +71.3% | -39.9% | +19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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