-10.8%
DOW vs DG
+26.5%
-37.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.5% | -4.5% | -3.3% |
| 7D | -2.4% | +8.4% | -10.8% | -3.6% |
| 30D | +0.4% | +4.9% | -4.6% | -0.5% |
| 3M | -14.4% | +29.3% | -43.7% | -18.2% |
| 6M | -7.0% | -11.3% | +4.3% | -5.5% |
| YTD | +30.2% | +1.8% | +28.4% | +28.8% |
| 1Y | +29.2% | +25.3% | +3.9% | +22.1% |
| 3Y | -36.7% | +9.1% | -45.8% | -40.8% |
| 5Y | -37.7% | -34.9% | -2.8% | -33.4% |
| All | -10.8% | +26.5% | -37.3% | -29.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling