+24.4%
EW vs DG
+31.9%
-7.4%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.3% |
| 7D | +4.9% | +0.3% | +4.6% | +4.8% |
| 30D | +23.9% | +3.2% | +20.7% | +23.0% |
| 3M | +15.8% | +10.4% | +5.3% | +13.6% |
| 6M | +31.7% | +33.2% | -1.5% | +24.6% |
| YTD | +25.7% | +3.0% | +22.7% | +23.4% |
| 1Y | +24.4% | +31.2% | -6.8% | +17.0% |
| All | +24.4% | +31.9% | -7.4% | +17.0% |
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