-11.3%
DG vs SM
+58.1%
-69.4%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.5% | +4.0% | +1.1% |
| 7D | +8.4% | +0.1% | +8.3% | +8.4% |
| 30D | +4.9% | +26.3% | -21.4% | +9.3% |
| 3M | +29.3% | +8.7% | +20.7% | +31.1% |
| 6M | -11.3% | +51.7% | -62.9% | -5.2% |
| All | -11.3% | +58.1% | -69.4% | -5.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling