+4.9%
DG vs VYM
+65.1%
-60.1%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.0% |
| 7D | -6.5% | -0.8% | -5.7% | -6.1% |
| 30D | +4.2% | -2.2% | +6.4% | +5.2% |
| 3M | +9.5% | +3.1% | +6.4% | +8.1% |
| 6M | -13.1% | +9.7% | -22.9% | -16.5% |
| YTD | -4.8% | +14.9% | -19.7% | -10.0% |
| 1Y | +20.6% | +17.6% | +3.0% | +13.2% |
| 3Y | +4.9% | +65.3% | -60.4% | -24.5% |
| All | +4.9% | +65.1% | -60.1% | -24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 3y: compounded portfolio wealth divided by compounded VYM 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…
3y analysis · Full analysis span regression · 6 months rolling