+257.0%
IBM vs DG
+631.4%
-374.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.7% |
| 7D | -2.2% | +5.2% | -7.4% | -3.1% |
| 30D | +7.7% | +7.9% | -0.3% | +6.1% |
| 3M | +3.5% | +12.7% | -9.2% | +1.1% |
| 6M | +7.2% | +22.4% | -15.2% | +3.3% |
| YTD | -15.8% | +5.4% | -21.2% | -17.2% |
| 1Y | -19.3% | +39.4% | -58.7% | -24.4% |
| 3Y | +78.0% | +24.1% | +53.8% | +64.5% |
| 5Y | +143.0% | -32.2% | +175.2% | +149.9% |
| 10Y | +139.9% | +111.8% | +28.1% | +97.4% |
| All | +257.0% | +631.4% | -374.5% | +131.0% |
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