-38.5%
DG vs TRU
-36.4%
-2.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.8% | -2.5% |
| 7D | -4.8% | -6.5% | +1.7% | -4.1% |
| 30D | +1.8% | -2.5% | +4.3% | +2.0% |
| 3M | +14.5% | +10.4% | +4.1% | +13.1% |
| 6M | -13.6% | +1.6% | -15.2% | -14.0% |
| YTD | -4.8% | -9.7% | +4.9% | -4.6% |
| 1Y | +21.6% | -17.3% | +38.8% | +22.7% |
| 3Y | +4.5% | -1.8% | +6.3% | +0.8% |
| 5Y | -38.5% | -36.2% | -2.2% | -37.0% |
| All | -38.5% | -36.4% | -2.0% | -37.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling