+291.3%
IR vs DG
+110.9%
+180.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +1.0% |
| 7D | -2.8% | +8.4% | -11.2% | -4.1% |
| 30D | -15.1% | +4.9% | -20.1% | -15.8% |
| 3M | +6.1% | +29.3% | -23.3% | +1.6% |
| 6M | -16.8% | -11.3% | -5.5% | -15.6% |
| YTD | -3.5% | +1.8% | -5.3% | -4.2% |
| 1Y | -3.5% | +25.3% | -28.8% | -7.5% |
| 3Y | +9.5% | +9.1% | +0.4% | +4.5% |
| 5Y | +45.1% | -34.9% | +80.0% | +56.4% |
| All | +291.3% | +110.9% | +180.3% | +208.3% |
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