-35.5%
DOW vs DG
-37.9%
+2.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.0% | +4.5% | +0.7% |
| 7D | -2.9% | -2.5% | -0.5% | -2.8% |
| 30D | +2.0% | +1.0% | +0.9% | +1.8% |
| 3M | -12.5% | +20.3% | -32.9% | -13.9% |
| 6M | -9.2% | -11.7% | +2.5% | -8.2% |
| YTD | +30.8% | -2.3% | +33.1% | +30.7% |
| 1Y | +29.4% | +20.0% | +9.4% | +26.1% |
| 3Y | -34.6% | +7.2% | -41.8% | -36.9% |
| All | -35.5% | -37.9% | +2.4% | -33.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling