+197.6%
F vs DG
+612.5%
-414.9%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.4% | 0.0% |
| 7D | +1.6% | +1.1% | +0.5% | +1.3% |
| 30D | +2.6% | +9.5% | -6.9% | +0.4% |
| 3M | -8.8% | +5.5% | -14.3% | -10.1% |
| 6M | +4.6% | +16.1% | -11.5% | +0.7% |
| YTD | -1.9% | +2.7% | -4.6% | -3.3% |
| 1Y | -0.8% | +42.1% | -42.9% | -9.4% |
| 3Y | +43.5% | +19.3% | +24.2% | +30.4% |
| 5Y | -12.1% | -35.3% | +23.3% | -7.6% |
| 10Y | +83.6% | +123.9% | -40.3% | +34.3% |
| All | +197.6% | +612.5% | -414.9% | +30.8% |
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