-28.1%
DT vs DG
-37.3%
+9.1%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.0% | +0.9% | -2.8% |
| 7D | -4.9% | -2.5% | -2.4% | -4.7% |
| 30D | +2.7% | +1.0% | +1.7% | +2.6% |
| 3M | +20.0% | +20.3% | -0.3% | +18.3% |
| 6M | +28.0% | -11.7% | +39.8% | +28.2% |
| YTD | +16.0% | -2.3% | +18.4% | +15.5% |
| 1Y | +0.7% | +20.0% | -19.3% | -1.1% |
| 3Y | +6.2% | +7.2% | -1.1% | +4.0% |
| 5Y | -28.1% | -37.9% | +9.8% | -19.4% |
| All | -28.1% | -37.3% | +9.1% | -19.4% |
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