-34.6%
DG vs SUI
-32.0%
-2.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.6% |
| 7D | +8.4% | -2.8% | +11.2% | +9.2% |
| 30D | +4.9% | -1.2% | +6.1% | +5.2% |
| 3M | +29.3% | -1.7% | +31.1% | +29.8% |
| 6M | -11.3% | -10.5% | -0.8% | -8.9% |
| YTD | +1.8% | -1.8% | +3.6% | +2.1% |
| 1Y | +25.3% | -4.1% | +29.4% | +26.4% |
| 3Y | +9.1% | +11.3% | -2.2% | +4.7% |
| All | -34.6% | -32.0% | -2.6% | -28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 5y: compounded portfolio wealth divided by compounded SUI 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…
5y analysis · Full analysis span regression · 6 months rolling