+2,063.0%
NDAQ vs DG
+628.1%
+1,435.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.2% | -0.9% | +0.9% |
| 7D | -0.1% | +0.7% | -0.8% | -0.3% |
| 30D | +15.9% | +7.4% | +8.4% | +14.1% |
| 3M | +15.1% | +8.5% | +6.6% | +13.0% |
| 6M | +22.9% | +21.9% | +1.0% | +17.7% |
| YTD | +12.8% | +4.9% | +7.9% | +10.8% |
| 1Y | +26.0% | +40.4% | -14.4% | +16.6% |
| 3Y | +119.7% | +23.5% | +96.2% | +100.2% |
| 5Y | +65.4% | -32.3% | +97.7% | +72.2% |
| 10Y | +469.3% | +119.3% | +350.0% | +350.1% |
| All | +2,063.0% | +628.1% | +1,435.0% | +1,086.6% |
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