+259.3%
IBM vs DG
+628.1%
-368.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | +0.1% |
| 7D | -2.5% | +0.7% | -3.2% | -2.7% |
| 30D | +8.4% | +7.4% | +0.9% | +6.9% |
| 3M | +4.5% | +8.5% | -4.0% | +2.7% |
| 6M | +7.9% | +21.9% | -14.0% | +4.0% |
| YTD | -15.2% | +4.9% | -20.1% | -16.6% |
| 1Y | -17.6% | +40.4% | -58.0% | -22.9% |
| 3Y | +82.1% | +23.5% | +58.6% | +68.4% |
| 5Y | +143.3% | -32.3% | +175.6% | +150.2% |
| 10Y | +149.9% | +119.3% | +30.6% | +104.6% |
| All | +259.3% | +628.1% | -368.8% | +132.7% |
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 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