+444.8%
ED vs DG
+631.4%
-186.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.7% |
| 7D | +2.1% | +5.2% | -3.1% | +1.4% |
| 30D | +12.4% | +7.9% | +4.5% | +11.2% |
| 3M | +13.1% | +12.7% | +0.4% | +11.1% |
| 6M | +14.1% | +22.4% | -8.4% | +10.5% |
| YTD | +23.1% | +5.4% | +17.6% | +21.3% |
| 1Y | +25.4% | +39.4% | -13.9% | +18.6% |
| 3Y | +47.9% | +24.1% | +23.7% | +38.4% |
| 5Y | +81.9% | -32.2% | +114.0% | +85.3% |
| 10Y | +141.3% | +111.8% | +29.5% | +114.9% |
| All | +444.8% | +631.4% | -186.6% | +323.8% |
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