+153.8%
EXC vs DG
+606.1%
-452.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -1.3% |
| 7D | +0.3% | +8.4% | -8.1% | -1.0% |
| 30D | -3.7% | +4.9% | -8.7% | -4.5% |
| 3M | -1.3% | +29.3% | -30.6% | -5.5% |
| 6M | -9.7% | -11.3% | +1.6% | -8.4% |
| YTD | +2.9% | +1.8% | +1.1% | +1.9% |
| 1Y | +4.4% | +25.3% | -20.9% | -0.6% |
| 3Y | +22.2% | +9.1% | +13.1% | +15.5% |
| 5Y | +46.7% | -34.9% | +81.6% | +51.7% |
| 10Y | +155.3% | +108.2% | +47.2% | +122.8% |
| All | +153.8% | +606.1% | -452.3% | +83.8% |
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 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