-32.9%
DG vs S
-56.8%
+23.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.5% |
| 7D | +8.4% | -7.7% | +16.1% | +8.8% |
| 30D | +4.9% | -5.3% | +10.3% | +5.1% |
| 3M | +29.3% | +20.3% | +9.1% | +28.0% |
| 6M | -11.3% | +47.4% | -58.6% | -13.1% |
| YTD | +1.8% | +32.5% | -30.8% | 0.0% |
| 1Y | +25.3% | +9.5% | +15.8% | +24.0% |
| 3Y | +9.1% | +15.5% | -6.4% | +6.2% |
| 5Y | -34.9% | -71.2% | +36.3% | -35.3% |
| All | -32.9% | -56.8% | +23.9% | -33.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling