+98.2%
DG vs TRU
+147.2%
-49.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +1.1% |
| 7D | -6.5% | -2.7% | -3.7% | -6.1% |
| 30D | +4.2% | -2.0% | +6.2% | +4.4% |
| 3M | +9.5% | +18.4% | -8.9% | +6.6% |
| 6M | -13.1% | +8.9% | -22.0% | -14.5% |
| YTD | -4.8% | -8.9% | +4.1% | -4.4% |
| 1Y | +20.6% | -15.9% | +36.5% | +22.4% |
| 3Y | +4.9% | -1.1% | +6.0% | 0.0% |
| 5Y | -37.9% | -35.2% | -2.7% | -36.5% |
| All | +98.2% | +147.2% | -49.0% | +54.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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