-30.8%
DG vs S
-48.9%
+18.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +8.0% | -5.8% | +1.8% |
| 7D | +0.7% | +1.6% | -0.9% | +0.6% |
| 30D | +7.4% | -10.5% | +17.9% | +7.9% |
| 3M | +8.5% | +9.9% | -1.4% | +7.7% |
| 6M | +21.9% | +41.8% | -19.9% | +19.3% |
| YTD | +4.9% | +56.8% | -51.9% | +2.1% |
| 1Y | +40.4% | +39.0% | +1.4% | +37.1% |
| 3Y | +23.5% | +53.8% | -30.3% | +18.4% |
| 5Y | -32.3% | -68.6% | +36.3% | -32.8% |
| All | -30.8% | -48.9% | +18.0% | -32.2% |
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 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