+98.2%
DG vs SIRI
-10.2%
+108.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +1.2% |
| 7D | -6.5% | +0.6% | -7.0% | -6.5% |
| 30D | +4.2% | +2.5% | +1.7% | +3.7% |
| 3M | +9.5% | +6.6% | +2.9% | +8.5% |
| 6M | -13.1% | +32.9% | -46.0% | -16.5% |
| YTD | -4.8% | +50.5% | -55.3% | -10.2% |
| 1Y | +20.6% | +28.0% | -7.4% | +16.1% |
| 3Y | +4.9% | -22.4% | +27.3% | +5.0% |
| 5Y | -37.9% | -41.3% | +3.4% | -36.3% |
| All | +98.2% | -10.2% | +108.4% | +70.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling