+1,458.2%
EW vs DG
+628.1%
+830.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.2% | +0.3% | +2.1% |
| 7D | +12.3% | +0.7% | +11.6% | +12.1% |
| 30D | +22.9% | +7.4% | +15.5% | +21.1% |
| 3M | +16.7% | +8.5% | +8.2% | +14.6% |
| 6M | +31.0% | +21.9% | +9.1% | +25.6% |
| YTD | +22.8% | +4.9% | +17.9% | +20.7% |
| 1Y | +25.6% | +40.4% | -14.8% | +16.8% |
| 3Y | +62.0% | +23.5% | +38.5% | +48.3% |
| 5Y | -12.8% | -32.3% | +19.5% | -9.8% |
| 10Y | +239.8% | +119.3% | +120.5% | +168.3% |
| All | +1,458.2% | +628.1% | +830.1% | +889.7% |
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 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