+9.6%
DT vs DG
+15.0%
-5.4%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.1% | -1.6% |
| 7D | -3.3% | +8.4% | -11.7% | -3.4% |
| 30D | +2.0% | +4.9% | -2.9% | +2.0% |
| 3M | +20.0% | +29.3% | -9.3% | +19.8% |
| 6M | +39.3% | -11.3% | +50.6% | +37.5% |
| YTD | +19.8% | +1.8% | +18.0% | +18.8% |
| 1Y | +4.3% | +25.3% | -21.1% | +4.2% |
| All | +9.6% | +15.0% | -5.4% | +11.7% |
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