+440.8%
ED vs DG
+628.1%
-187.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -0.4% |
| 7D | -0.1% | +0.7% | -0.7% | -0.2% |
| 30D | +11.6% | +7.4% | +4.2% | +10.4% |
| 3M | +10.5% | +8.5% | +2.0% | +9.1% |
| 6M | +13.2% | +21.9% | -8.6% | +9.7% |
| YTD | +22.1% | +4.9% | +17.2% | +20.5% |
| 1Y | +24.2% | +40.4% | -16.2% | +17.3% |
| 3Y | +46.9% | +23.5% | +23.4% | +37.6% |
| 5Y | +80.8% | -32.3% | +113.1% | +84.3% |
| 10Y | +134.3% | +119.3% | +14.9% | +108.0% |
| All | +440.8% | +628.1% | -187.3% | +321.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling