+479.7%
NDAQ vs DG
+111.9%
+367.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | 0.0% | -3.0% | +2.9% | +0.6% |
| 30D | +16.3% | +8.6% | +7.7% | +14.4% |
| 3M | +15.8% | +15.0% | +0.8% | +12.5% |
| 6M | +24.8% | +32.7% | -7.9% | +17.9% |
| YTD | +14.1% | +5.5% | +8.6% | +12.0% |
| 1Y | +26.5% | +34.6% | -8.1% | +18.4% |
| 3Y | +119.1% | +24.2% | +94.9% | +99.8% |
| 5Y | +70.9% | -32.3% | +103.2% | +82.9% |
| 10Y | +479.7% | +111.1% | +368.6% | +378.4% |
| All | +479.7% | +111.9% | +367.8% | +378.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling