+236.1%
EW vs DG
+119.6%
+116.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.1% | -0.7% |
| 7D | +9.3% | +5.2% | +4.1% | +8.3% |
| 30D | +22.1% | +7.9% | +14.1% | +20.3% |
| 3M | +13.0% | +12.7% | +0.3% | +10.4% |
| 6M | +30.1% | +22.4% | +7.7% | +24.9% |
| YTD | +22.0% | +5.4% | +16.6% | +19.9% |
| 1Y | +23.7% | +39.4% | -15.7% | +15.5% |
| 3Y | +62.0% | +24.1% | +37.9% | +48.2% |
| 5Y | -12.4% | -32.2% | +19.7% | -7.5% |
| 10Y | +236.1% | +111.8% | +124.3% | +164.7% |
| All | +236.1% | +119.6% | +116.5% | +164.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling