+19.3%
DG vs S
+34.5%
-15.2%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.6% | -4.7% | -3.1% |
| 7D | +1.1% | -13.4% | +14.5% | +1.5% |
| 30D | +9.5% | -14.0% | +23.5% | +10.0% |
| 3M | +5.5% | +4.9% | +0.6% | +4.9% |
| 6M | +16.1% | +42.0% | -25.9% | +14.2% |
| YTD | +2.7% | +45.1% | -42.5% | +0.6% |
| 1Y | +42.1% | +33.1% | +9.0% | +39.3% |
| 3Y | +19.3% | +40.6% | -21.4% | +2.9% |
| All | +19.3% | +34.5% | -15.2% | +2.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling