+531.0%
DG vs SNY
+126.5%
+404.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.2% |
| 7D | -6.3% | -3.6% | -2.7% | -5.5% |
| 30D | +2.4% | -1.9% | +4.4% | +2.9% |
| 3M | +12.4% | -2.0% | +14.4% | +12.9% |
| 6M | -14.9% | +2.5% | -17.5% | -15.5% |
| YTD | -6.1% | -7.0% | +0.9% | -4.8% |
| 1Y | +17.9% | -4.4% | +22.3% | +18.5% |
| 3Y | +3.1% | -8.4% | +11.6% | +3.0% |
| 5Y | -38.7% | +9.5% | -48.2% | -42.0% |
| 10Y | +99.6% | +64.3% | +35.3% | +68.9% |
| All | +531.0% | +126.5% | +404.5% | +375.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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