+165.4%
EXC vs DG
+628.1%
-462.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | -0.3% |
| 7D | -1.7% | +0.7% | -2.4% | -1.9% |
| 30D | +9.3% | +7.4% | +1.9% | +8.0% |
| 3M | +1.0% | +8.5% | -7.5% | -0.5% |
| 6M | +5.9% | +21.9% | -15.9% | +2.1% |
| YTD | +7.6% | +4.9% | +2.7% | +5.9% |
| 1Y | +2.4% | +40.4% | -38.0% | -4.4% |
| 3Y | +30.2% | +23.5% | +6.8% | +20.3% |
| 5Y | +41.4% | -32.3% | +73.6% | +45.0% |
| 10Y | +183.8% | +119.3% | +64.4% | +145.5% |
| All | +165.4% | +628.1% | -462.6% | +91.0% |
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