-35.6%
DG vs S
-57.8%
+22.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.3% | -1.7% | -3.9% |
| 7D | -2.5% | -5.8% | +3.4% | -2.2% |
| 30D | +1.0% | -9.2% | +10.2% | +1.4% |
| 3M | +20.3% | +23.4% | -3.0% | +19.0% |
| 6M | -11.7% | +36.9% | -48.7% | -13.3% |
| YTD | -2.3% | +29.5% | -31.9% | -3.9% |
| 1Y | +20.0% | +5.4% | +14.6% | +19.0% |
| 3Y | +7.2% | +14.7% | -7.5% | +4.5% |
| 5Y | -37.9% | -71.5% | +33.6% | -38.2% |
| All | -35.6% | -57.8% | +22.1% | -36.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling