+20.6%
DG vs SITM
+155.7%
-135.1%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.5% | -4.3% | +1.5% |
| 7D | -6.5% | +3.9% | -10.3% | -6.4% |
| 30D | +4.2% | -6.6% | +10.8% | +3.9% |
| 3M | +9.5% | -11.9% | +21.4% | +9.8% |
| 6M | -13.1% | +81.1% | -94.3% | -11.4% |
| YTD | -4.8% | +80.0% | -84.8% | -2.4% |
| 1Y | +20.6% | +145.8% | -125.2% | +25.0% |
| All | +20.6% | +155.7% | -135.1% | +25.0% |
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