+100.8%
DG vs SPXU
-99.5%
+200.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.6% | -0.1% |
| 7D | +0.3% | -7.6% | +7.9% | -0.9% |
| 30D | +3.2% | +5.3% | -2.1% | +4.4% |
| 3M | +10.4% | +9.6% | +0.8% | +12.6% |
| 6M | +33.2% | -4.5% | +37.7% | +33.2% |
| YTD | +3.0% | -25.9% | +28.8% | -0.6% |
| 1Y | +31.2% | -28.9% | +60.1% | +26.0% |
| 3Y | +21.8% | -80.5% | +102.3% | -4.1% |
| 5Y | -35.0% | -83.4% | +48.4% | -46.2% |
| All | +100.8% | -99.5% | +200.2% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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