+44.1%
IR vs DG
-34.7%
+78.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.1% | +4.5% | +1.7% |
| 7D | +3.7% | +1.1% | +2.6% | +3.5% |
| 30D | +7.4% | +9.5% | -2.1% | +6.4% |
| 3M | -5.9% | +5.5% | -11.4% | -6.6% |
| 6M | +5.6% | +16.1% | -10.5% | +3.7% |
| YTD | +4.8% | +2.7% | +2.2% | +4.1% |
| 1Y | +6.9% | +42.1% | -35.1% | +3.6% |
| 3Y | +27.6% | +19.3% | +8.3% | +23.2% |
| All | +44.1% | -34.7% | +78.8% | +57.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling