+583.4%
DG vs SM
+28.9%
+554.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.5% | +4.0% | +1.5% |
| 7D | +8.4% | +0.1% | +8.3% | +8.4% |
| 30D | +4.9% | +26.3% | -21.4% | +4.6% |
| 3M | +29.3% | +8.7% | +20.7% | +29.1% |
| 6M | -11.3% | +51.7% | -62.9% | -12.0% |
| YTD | +1.8% | +99.0% | -97.3% | +0.4% |
| 1Y | +25.3% | +34.6% | -9.3% | +24.4% |
| 3Y | +9.1% | -7.8% | +16.8% | +8.6% |
| 5Y | -34.9% | +104.8% | -139.7% | -36.3% |
| 10Y | +108.2% | +7.2% | +100.9% | +102.9% |
| All | +583.4% | +28.9% | +554.5% | +491.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling