+25.4%
ED vs DG
+41.0%
-15.6%
-10.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.7% |
| 7D | +2.1% | +5.2% | -3.1% | +1.6% |
| 30D | +12.4% | +7.9% | +4.5% | +11.7% |
| 3M | +13.1% | +12.7% | +0.4% | +12.0% |
| 6M | +14.1% | +22.4% | -8.4% | +12.6% |
| YTD | +23.1% | +5.4% | +17.6% | +22.3% |
| 1Y | +25.4% | +39.4% | -13.9% | +21.9% |
| All | +25.4% | +41.0% | -15.6% | +21.9% |
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