+242.9%
IBM vs DG
+606.1%
-363.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.2% |
| 7D | -0.3% | +8.4% | -8.7% | -1.7% |
| 30D | +0.3% | +4.9% | -4.7% | -0.6% |
| 3M | -21.6% | +29.3% | -50.9% | -24.9% |
| 6M | -4.7% | -11.3% | +6.6% | -3.2% |
| YTD | -19.1% | +1.8% | -20.8% | -19.8% |
| 1Y | -2.5% | +25.3% | -27.8% | -7.0% |
| 3Y | +74.2% | +9.1% | +65.1% | +65.1% |
| 5Y | +113.1% | -34.9% | +148.0% | +121.0% |
| 10Y | +133.5% | +108.2% | +25.4% | +93.1% |
| All | +242.9% | +606.1% | -363.2% | +123.8% |
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