-5.7%
DT vs DG
+45.3%
-51.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +8.5% | -9.1% | -1.8% |
| 7D | -25.5% | +12.3% | -37.8% | -26.7% |
| 30D | -22.3% | +19.3% | -41.6% | -24.5% |
| 3M | +2.3% | +11.9% | -9.5% | +0.4% |
| 6M | +20.7% | +25.0% | -4.3% | +15.3% |
| YTD | +7.9% | +8.7% | -0.8% | +2.4% |
| 1Y | -5.7% | +44.7% | -50.4% | -16.5% |
| All | -5.7% | +45.3% | -51.0% | -16.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling