+18.1%
EW vs DG
+45.3%
-27.2%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +8.5% | -4.1% | +2.9% |
| 7D | +8.3% | +12.3% | -4.0% | +6.0% |
| 30D | +13.9% | +19.3% | -5.4% | +10.4% |
| 3M | +10.9% | +11.9% | -0.9% | +8.5% |
| 6M | +19.2% | +25.0% | -5.7% | +14.4% |
| YTD | +16.6% | +8.7% | +7.8% | +13.5% |
| 1Y | +18.1% | +44.7% | -26.6% | +10.3% |
| All | +18.1% | +45.3% | -27.2% | +10.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling