-21.4%
DOW vs DG
+24.7%
-46.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.1% | +3.3% | +3.4% |
| 7D | -0.5% | -3.0% | +2.5% | -0.4% |
| 30D | +15.7% | +8.6% | +7.1% | +15.4% |
| 3M | +5.3% | +15.0% | -9.7% | +4.8% |
| 6M | -14.2% | +32.7% | -46.9% | -15.2% |
| YTD | +43.9% | +5.5% | +38.4% | +43.8% |
| 1Y | +53.1% | +34.6% | +18.5% | +49.7% |
| All | -21.4% | +24.7% | -46.2% | -27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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