+164.7%
EXC vs DG
+631.4%
-466.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.7% | -0.3% |
| 7D | +0.1% | +5.2% | -5.1% | -0.8% |
| 30D | +9.0% | +7.9% | +1.1% | +7.6% |
| 3M | +3.3% | +12.7% | -9.4% | +1.1% |
| 6M | +5.7% | +22.4% | -16.8% | +1.7% |
| YTD | +7.3% | +5.4% | +1.9% | +5.5% |
| 1Y | +2.9% | +39.4% | -36.5% | -3.8% |
| 3Y | +29.3% | +24.1% | +5.2% | +19.3% |
| 5Y | +40.1% | -32.2% | +72.2% | +43.7% |
| 10Y | +197.7% | +111.8% | +85.9% | +158.5% |
| All | +164.7% | +631.4% | -466.7% | +90.3% |
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