+340.0%
IR vs DG
+118.5%
+221.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.6% | -1.2% |
| 7D | +1.5% | +5.2% | -3.7% | +0.7% |
| 30D | +9.0% | +7.9% | +1.1% | +7.5% |
| 3M | -0.9% | +12.7% | -13.6% | -3.1% |
| 6M | +13.4% | +22.4% | -9.0% | +9.2% |
| YTD | +8.5% | +5.4% | +3.1% | +6.8% |
| 1Y | +11.3% | +39.4% | -28.1% | +4.7% |
| 3Y | +26.0% | +24.1% | +1.9% | +16.5% |
| 5Y | +47.9% | -32.2% | +80.0% | +57.9% |
| All | +340.0% | +118.5% | +221.4% | +243.8% |
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 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