+39.4%
DG vs SM
+64.7%
-25.3%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -1.0% | +0.6% |
| 7D | +5.2% | -19.5% | +24.7% | +2.7% |
| 30D | +7.9% | -20.2% | +28.1% | +5.3% |
| 3M | +12.7% | -6.5% | +19.2% | +11.6% |
| 6M | +22.4% | +1.6% | +20.9% | +21.8% |
| YTD | +5.4% | +61.2% | -55.8% | -0.2% |
| 1Y | +39.4% | +65.4% | -26.0% | +29.9% |
| All | +39.4% | +64.7% | -25.3% | +29.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling