+53.9%
F vs DG
-35.0%
+88.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | 0.0% | +1.2% |
| 7D | +5.3% | +8.4% | -3.1% | +3.9% |
| 30D | +4.6% | +4.9% | -0.4% | +3.7% |
| 3M | -3.7% | +29.3% | -33.0% | -7.8% |
| 6M | +16.8% | -11.3% | +28.1% | +18.3% |
| YTD | +15.3% | +1.8% | +13.5% | +14.2% |
| 1Y | +31.0% | +25.3% | +5.7% | +25.2% |
| 3Y | +45.4% | +9.1% | +36.4% | +38.3% |
| All | +53.9% | -35.0% | +88.9% | +63.7% |
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