+1,237.8%
EW vs DG
+606.1%
+631.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.1% |
| 7D | -0.3% | +8.4% | -8.7% | -1.8% |
| 30D | +1.0% | +4.9% | -3.9% | +0.1% |
| 3M | +2.8% | +29.3% | -26.5% | -2.1% |
| 6M | +5.5% | -11.3% | +16.8% | +7.2% |
| YTD | +5.5% | +1.8% | +3.7% | +4.4% |
| 1Y | +11.0% | +25.3% | -14.3% | +5.5% |
| 3Y | +17.7% | +9.1% | +8.6% | +10.8% |
| 5Y | -25.7% | -34.9% | +9.1% | -22.5% |
| 10Y | +132.8% | +108.2% | +24.6% | +85.9% |
| All | +1,237.8% | +606.1% | +631.7% | +756.3% |
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 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