-14.9%
EW vs DG
-33.5%
+18.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.1% | +4.4% | +1.6% |
| 7D | +11.0% | +1.1% | +9.9% | +10.8% |
| 30D | +19.1% | +9.5% | +9.6% | +17.9% |
| 3M | +14.4% | +5.5% | +8.9% | +13.6% |
| 6M | +22.8% | +16.1% | +6.7% | +20.6% |
| YTD | +19.8% | +2.7% | +17.1% | +18.9% |
| 1Y | +23.9% | +42.1% | -18.2% | +19.5% |
| 3Y | +52.2% | +19.3% | +33.0% | +46.1% |
| All | -14.9% | -33.5% | +18.6% | -9.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling