+44.7%
DG vs S
+36.5%
+8.2%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.6% | +6.9% | +8.5% |
| 7D | +12.3% | -8.2% | +20.5% | +12.6% |
| 30D | +19.3% | -7.6% | +26.9% | +19.8% |
| 3M | +11.9% | +12.0% | -0.1% | +10.3% |
| 6M | +25.0% | +50.6% | -25.6% | +20.8% |
| YTD | +8.7% | +56.6% | -47.9% | +3.3% |
| 1Y | +44.7% | +39.2% | +5.5% | +36.1% |
| All | +44.7% | +36.5% | +8.2% | +36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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