+556.0%
DG vs SIRI
+451.5%
+104.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.4% | -3.9% |
| 7D | -2.5% | +4.3% | -6.7% | -3.0% |
| 30D | +1.0% | -2.8% | +3.8% | +1.3% |
| 3M | +20.3% | +5.9% | +14.4% | +19.4% |
| 6M | -11.7% | +31.9% | -43.7% | -14.9% |
| YTD | -2.3% | +48.7% | -51.0% | -7.4% |
| 1Y | +20.0% | +23.2% | -3.2% | +16.3% |
| 3Y | +7.2% | -23.9% | +31.1% | +7.3% |
| 5Y | -37.9% | -43.4% | +5.5% | -36.6% |
| 10Y | +107.3% | -13.6% | +120.9% | +97.5% |
| All | +556.0% | +451.5% | +104.5% | +422.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling