+102.2%
DG vs SM
+16.0%
+86.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.2% | -2.6% |
| 7D | -4.8% | -0.2% | -4.6% | -4.8% |
| 30D | +1.8% | +20.3% | -18.5% | +1.7% |
| 3M | +14.5% | +22.9% | -8.5% | +14.4% |
| 6M | -13.6% | +47.8% | -61.4% | -13.7% |
| YTD | -4.8% | +107.5% | -112.3% | -5.3% |
| 1Y | +21.6% | +51.7% | -30.2% | +21.2% |
| 3Y | +4.5% | -0.9% | +5.3% | +4.3% |
| 5Y | -38.5% | +112.2% | -150.7% | -38.7% |
| 10Y | +102.2% | +20.3% | +81.9% | +100.3% |
| All | +102.2% | +16.0% | +86.3% | +100.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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