+249.7%
F vs DG
+606.1%
-356.4%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | 0.0% | +1.1% |
| 7D | +5.3% | +8.4% | -3.1% | +3.4% |
| 30D | +4.6% | +4.9% | -0.4% | +3.4% |
| 3M | -3.7% | +29.3% | -33.0% | -9.3% |
| 6M | +16.8% | -11.3% | +28.1% | +19.2% |
| YTD | +15.3% | +1.8% | +13.5% | +14.0% |
| 1Y | +31.0% | +25.3% | +5.7% | +22.9% |
| 3Y | +45.4% | +9.1% | +36.4% | +35.2% |
| 5Y | +54.7% | -34.9% | +89.5% | +62.4% |
| 10Y | +98.2% | +108.2% | -9.9% | +47.9% |
| All | +249.7% | +606.1% | -356.4% | +54.3% |
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