+46.2%
EXC vs DG
-37.3%
+83.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.0% | +4.7% | +1.1% |
| 7D | +1.2% | -2.5% | +3.7% | +1.5% |
| 30D | -2.7% | +1.0% | -3.7% | -2.9% |
| 3M | -1.0% | +20.3% | -21.3% | -2.8% |
| 6M | -9.3% | -11.7% | +2.5% | -8.4% |
| YTD | +3.6% | -2.3% | +5.9% | +3.5% |
| 1Y | +5.9% | +20.0% | -14.1% | +3.3% |
| 3Y | +21.3% | +7.2% | +14.1% | +17.1% |
| 5Y | +46.2% | -37.9% | +84.1% | +56.8% |
| All | +46.2% | -37.3% | +83.4% | +56.8% |
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