+17.9%
DG vs SPXU
-34.8%
+52.7%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.8% | -3.1% | -0.9% |
| 7D | -6.3% | +6.4% | -12.7% | -5.3% |
| 30D | +2.4% | +5.9% | -3.5% | +3.6% |
| 3M | +12.4% | -11.7% | +24.1% | +10.3% |
| 6M | -14.9% | -28.7% | +13.8% | -19.6% |
| YTD | -6.1% | -26.4% | +20.3% | -10.6% |
| 1Y | +17.9% | -35.2% | +53.1% | +12.8% |
| All | +17.9% | -34.8% | +52.7% | +12.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling