+45.8%
F vs DG
+22.1%
+23.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.1% | -0.8% | -2.6% |
| 7D | -3.9% | -2.5% | -1.4% | -3.5% |
| 30D | -0.5% | +7.7% | -8.1% | -1.5% |
| 3M | -12.9% | +13.1% | -26.0% | -14.3% |
| 6M | +1.5% | +32.0% | -30.5% | -1.9% |
| YTD | -5.0% | +3.3% | -8.4% | -6.1% |
| 1Y | -7.3% | +31.7% | -39.0% | -10.5% |
| All | +45.8% | +22.1% | +23.7% | +34.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling