+325.3%
IR vs DG
+112.9%
+212.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.1% | +4.5% | +1.9% |
| 7D | +3.7% | +1.1% | +2.6% | +3.4% |
| 30D | +7.4% | +9.5% | -2.1% | +5.6% |
| 3M | -5.9% | +5.5% | -11.4% | -7.1% |
| 6M | +5.6% | +16.1% | -10.5% | +2.5% |
| YTD | +4.8% | +2.7% | +2.2% | +3.6% |
| 1Y | +6.9% | +42.1% | -35.1% | +0.4% |
| 3Y | +27.6% | +19.3% | +8.3% | +18.8% |
| 5Y | +45.8% | -35.3% | +81.2% | +57.4% |
| All | +325.3% | +112.9% | +212.4% | +233.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling