+444.4%
ED vs DG
+632.1%
-187.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -0.9% | -3.0% | +2.0% | -0.5% |
| 30D | +11.2% | +8.6% | +2.6% | +9.9% |
| 3M | +11.8% | +15.0% | -3.3% | +9.5% |
| 6M | +14.1% | +32.7% | -18.6% | +9.4% |
| YTD | +23.0% | +5.5% | +17.5% | +21.2% |
| 1Y | +23.7% | +34.6% | -11.0% | +17.5% |
| 3Y | +47.7% | +24.2% | +23.5% | +38.3% |
| 5Y | +82.6% | -32.3% | +114.9% | +86.2% |
| 10Y | +141.8% | +111.1% | +30.7% | +115.4% |
| All | +444.4% | +632.1% | -187.7% | +323.5% |
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