+277.0%
IR vs DG
+97.3%
+179.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.6% | +0.5% | -1.6% |
| 7D | -1.9% | -4.8% | +2.9% | -1.1% |
| 30D | -15.0% | +1.8% | -16.8% | -15.3% |
| 3M | -0.4% | +14.5% | -14.9% | -2.7% |
| 6M | -15.0% | -13.6% | -1.5% | -13.5% |
| YTD | -7.1% | -4.8% | -2.2% | -6.7% |
| 1Y | -7.5% | +21.6% | -29.1% | -10.9% |
| 3Y | +6.3% | +4.5% | +1.8% | +1.9% |
| 5Y | +37.3% | -38.5% | +75.8% | +49.2% |
| All | +277.0% | +97.3% | +179.8% | +200.3% |
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