+67.3%
ED vs DG
-39.5%
+106.8%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | -0.5% |
| 7D | -0.2% | -4.8% | +4.7% | +0.3% |
| 30D | +1.9% | +1.8% | +0.2% | +1.7% |
| 3M | +1.9% | +14.5% | -12.6% | +0.3% |
| 6M | -2.3% | -13.6% | +11.3% | -1.1% |
| YTD | +10.9% | -4.8% | +15.7% | +11.0% |
| 1Y | +14.5% | +21.6% | -7.1% | +11.3% |
| 3Y | +33.4% | +4.5% | +28.9% | +28.7% |
| 5Y | +67.3% | -38.5% | +105.7% | +78.0% |
| All | +67.3% | -39.5% | +106.8% | +78.0% |
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