+259.4%
IBM vs DG
+631.4%
-372.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.4% | 0.0% |
| 7D | -1.5% | +5.2% | -6.7% | -2.4% |
| 30D | +8.4% | +7.9% | +0.5% | +6.8% |
| 3M | +4.2% | +12.7% | -8.5% | +1.8% |
| 6M | +7.9% | +22.4% | -14.5% | +4.0% |
| YTD | -15.2% | +5.4% | -20.6% | -16.6% |
| 1Y | -18.7% | +39.4% | -58.1% | -23.9% |
| 3Y | +79.2% | +24.1% | +55.1% | +65.6% |
| 5Y | +144.7% | -32.2% | +176.9% | +151.6% |
| 10Y | +141.6% | +111.8% | +29.8% | +98.8% |
| All | +259.4% | +631.4% | -372.0% | +132.6% |
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