+5.1%
EXC vs DG
+17.9%
-12.8%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.6% | +2.0% | -0.5% |
| 7D | +0.3% | -4.8% | +5.2% | +0.5% |
| 30D | -0.9% | +1.8% | -2.6% | -1.0% |
| 3M | -2.7% | +14.5% | -17.1% | -3.2% |
| 6M | -9.4% | -13.6% | +4.2% | -9.0% |
| YTD | +3.0% | -4.8% | +7.9% | +3.1% |
| 1Y | +5.1% | +21.6% | -16.4% | +4.2% |
| All | +5.1% | +17.9% | -12.8% | +4.2% |
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