+10.1%
IR vs DG
+12.2%
-2.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +1.2% |
| 7D | -2.8% | +8.4% | -11.2% | -3.2% |
| 30D | -15.1% | +4.9% | -20.1% | -15.3% |
| 3M | +6.1% | +29.3% | -23.3% | +4.8% |
| 6M | -16.8% | -11.3% | -5.5% | -17.0% |
| YTD | -3.5% | +1.8% | -5.3% | -3.8% |
| 1Y | -3.5% | +25.3% | -28.8% | -3.8% |
| All | +10.1% | +12.2% | -2.1% | +15.6% |
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