+53.8%
NDAQ vs DG
-37.3%
+91.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.0% | +2.1% | -1.5% |
| 7D | -2.6% | -2.5% | -0.1% | -2.3% |
| 30D | +0.5% | +1.0% | -0.5% | +0.3% |
| 3M | +9.9% | +20.3% | -10.4% | +7.9% |
| 6M | +8.2% | -11.7% | +19.9% | +9.0% |
| YTD | -1.5% | -2.3% | +0.8% | -1.7% |
| 1Y | +1.3% | +20.0% | -18.7% | -0.8% |
| 3Y | +92.6% | +7.2% | +85.3% | +89.2% |
| 5Y | +53.8% | -37.9% | +91.8% | +66.9% |
| All | +53.8% | -37.3% | +91.1% | +66.9% |
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