+337.2%
IR vs DG
+114.2%
+223.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.6% |
| 7D | +4.3% | -2.5% | +6.7% | +4.6% |
| 30D | +8.1% | +7.7% | +0.4% | +6.6% |
| 3M | +0.7% | +13.1% | -12.4% | -1.6% |
| 6M | +16.6% | +32.0% | -15.4% | +11.0% |
| YTD | +7.8% | +3.3% | +4.5% | +6.5% |
| 1Y | +9.9% | +31.7% | -21.7% | +4.4% |
| 3Y | +25.2% | +21.7% | +3.5% | +16.2% |
| 5Y | +46.8% | -34.7% | +81.5% | +58.2% |
| All | +337.2% | +114.2% | +223.0% | +242.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling