+25.3%
DG vs SITM
+174.8%
-149.4%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +6.5% | -5.1% | +1.7% |
| 7D | +8.4% | +9.7% | -1.3% | +8.7% |
| 30D | +4.9% | +12.7% | -7.8% | +5.6% |
| 3M | +29.3% | -13.4% | +42.8% | +29.5% |
| 6M | -11.3% | +59.6% | -70.9% | -9.9% |
| YTD | +1.8% | +73.3% | -71.5% | +4.5% |
| 1Y | +25.3% | +165.5% | -140.2% | +31.1% |
| All | +25.3% | +174.8% | -149.4% | +31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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