+46.9%
ED vs DG
+21.7%
+25.3%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -0.3% |
| 7D | -0.1% | +0.7% | -0.7% | -0.2% |
| 30D | +11.6% | +7.4% | +4.2% | +10.9% |
| 3M | +10.5% | +8.5% | +2.0% | +9.7% |
| 6M | +13.2% | +21.9% | -8.6% | +11.3% |
| YTD | +22.1% | +4.9% | +17.2% | +21.3% |
| 1Y | +24.2% | +40.4% | -16.2% | +20.3% |
| 3Y | +46.9% | +23.5% | +23.4% | +35.9% |
| All | +46.9% | +21.7% | +25.3% | +35.9% |
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 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