+43.8%
EXC vs DG
-34.7%
+78.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.1% | +1.1% | -1.6% |
| 7D | -1.2% | +1.1% | -2.3% | -1.3% |
| 30D | +10.0% | +9.5% | +0.4% | +8.9% |
| 3M | +1.6% | +5.5% | -3.8% | +1.0% |
| 6M | +3.3% | +16.1% | -12.8% | +1.5% |
| YTD | +7.6% | +2.7% | +4.9% | +6.8% |
| 1Y | +3.5% | +42.1% | -38.6% | -0.9% |
| 3Y | +27.7% | +19.3% | +8.4% | +21.6% |
| All | +43.8% | -34.7% | +78.5% | +53.5% |
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