+181.8%
DG vs USFR
+28.6%
+153.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.4% | -0.4% |
| 7D | +0.3% | +0.1% | +0.2% | +0.3% |
| 30D | +3.2% | +0.4% | +2.9% | +3.2% |
| 3M | +10.4% | +1.1% | +9.4% | +10.2% |
| 6M | +33.2% | +2.0% | +31.1% | +32.6% |
| YTD | +3.0% | +3.5% | -0.5% | +2.2% |
| 1Y | +31.2% | +4.1% | +27.1% | +30.0% |
| 3Y | +21.8% | +14.4% | +7.5% | +18.2% |
| 5Y | -35.0% | +21.4% | -56.4% | -38.1% |
| 10Y | +106.0% | +28.6% | +77.5% | +92.2% |
| All | +181.8% | +28.6% | +153.2% | +151.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 all: compounded portfolio wealth divided by compounded USFR 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…
all analysis · Full analysis span regression · 6 months rolling