+27.6%
IR vs DG
+19.3%
+8.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.1% | +4.5% | +1.5% |
| 7D | +3.7% | +1.1% | +2.6% | +3.6% |
| 30D | +7.4% | +9.5% | -2.1% | +6.9% |
| 3M | -5.9% | +5.5% | -11.4% | -6.3% |
| 6M | +5.6% | +16.1% | -10.5% | +4.6% |
| YTD | +4.8% | +2.7% | +2.2% | +4.3% |
| 1Y | +6.9% | +42.1% | -35.1% | +6.6% |
| 3Y | +27.6% | +19.3% | +8.3% | +28.9% |
| All | +27.6% | +19.3% | +8.3% | +28.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling