+25.3%
DG vs SIRI
+28.3%
-3.0%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.6% | +4.1% | +1.8% |
| 7D | +8.4% | +1.6% | +6.8% | +8.1% |
| 30D | +4.9% | -4.7% | +9.6% | +5.8% |
| 3M | +29.3% | +5.3% | +24.1% | +28.7% |
| 6M | -11.3% | +30.5% | -41.8% | -14.2% |
| YTD | +1.8% | +49.6% | -47.9% | -4.4% |
| 1Y | +25.3% | +28.5% | -3.2% | +20.9% |
| All | +25.3% | +28.3% | -3.0% | +20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 1y: compounded portfolio wealth divided by compounded SIRI 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…
1y analysis · Full analysis span regression · 6 months rolling