-3.4%
DT vs DG
+31.9%
-35.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.1% | +3.6% | +1.8% |
| 7D | +2.7% | -2.5% | +5.2% | +3.1% |
| 30D | -30.4% | +7.7% | -38.0% | -31.1% |
| 3M | -9.4% | +13.1% | -22.5% | -11.2% |
| 6M | +14.5% | +32.0% | -17.5% | +9.4% |
| YTD | +3.6% | +3.3% | +0.3% | -0.9% |
| 1Y | -3.4% | +31.7% | -35.1% | -8.0% |
| All | -3.4% | +31.9% | -35.3% | -8.0% |
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