+390.1%
ED vs DG
+606.1%
-216.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.8% | -1.5% |
| 7D | -0.2% | +8.4% | -8.6% | -1.3% |
| 30D | -0.1% | +4.9% | -5.1% | -0.8% |
| 3M | +3.9% | +29.3% | -25.4% | +0.2% |
| 6M | -3.0% | -11.3% | +8.2% | -1.9% |
| YTD | +10.7% | +1.8% | +8.9% | +9.8% |
| 1Y | +13.3% | +25.3% | -12.0% | +8.8% |
| 3Y | +34.5% | +9.1% | +25.4% | +28.4% |
| 5Y | +67.1% | -34.9% | +102.0% | +71.5% |
| 10Y | +103.0% | +108.2% | -5.1% | +81.6% |
| All | +390.1% | +606.1% | -216.0% | +283.6% |
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