-39.9%
DT vs DG
-31.9%
-8.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.1% |
| 7D | -7.5% | +5.2% | -12.7% | -7.9% |
| 30D | -31.5% | +7.9% | -39.4% | -31.9% |
| 3M | -14.0% | +12.7% | -26.7% | -14.8% |
| 6M | +6.9% | +22.4% | -15.6% | +5.1% |
| YTD | +0.3% | +5.4% | -5.1% | -0.7% |
| 1Y | -6.9% | +39.4% | -46.3% | -9.4% |
| 3Y | -13.9% | +24.1% | -38.0% | -17.3% |
| 5Y | -39.9% | -32.2% | -7.8% | -33.4% |
| All | -39.9% | -31.9% | -8.1% | -33.4% |
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 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