-31.9%
DG vs S
-51.5%
+19.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.3% | +4.2% | -1.8% |
| 7D | -2.5% | +4.1% | -6.5% | -2.6% |
| 30D | +7.7% | -7.2% | +14.9% | +7.9% |
| 3M | +13.1% | 0.0% | +13.2% | +12.7% |
| 6M | +32.0% | +41.6% | -9.6% | +29.3% |
| YTD | +3.3% | +48.6% | -45.3% | +0.8% |
| 1Y | +31.7% | +30.0% | +1.6% | +29.0% |
| 3Y | +21.7% | +42.2% | -20.5% | +17.1% |
| 5Y | -34.7% | -70.8% | +36.0% | -35.1% |
| All | -31.9% | -51.5% | +19.7% | -33.1% |
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 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