+26.2%
DG vs Q
+75.3%
-49.1%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.3% | -6.3% | -4.1% |
| 7D | -2.5% | +6.7% | -9.2% | -2.6% |
| 30D | +1.0% | -10.6% | +11.6% | +1.4% |
| 3M | +20.3% | -14.6% | +34.9% | +20.3% |
| 6M | -11.7% | +12.1% | -23.8% | -15.7% |
| YTD | -2.3% | +51.3% | -53.6% | -12.4% |
| All | +26.2% | +75.3% | -49.1% | +14.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling