+1,824.9%
NDAQ vs DG
+606.1%
+1,218.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.5% | -3.3% | -2.1% |
| 7D | -2.4% | +8.4% | -10.8% | -4.0% |
| 30D | +2.5% | +4.9% | -2.5% | +1.4% |
| 3M | +9.9% | +29.3% | -19.4% | +4.4% |
| 6M | +9.4% | -11.3% | +20.7% | +11.4% |
| YTD | +0.4% | +1.8% | -1.3% | -0.6% |
| 1Y | +4.0% | +25.3% | -21.3% | -1.5% |
| 3Y | +94.4% | +9.1% | +85.3% | +82.5% |
| 5Y | +56.7% | -34.9% | +91.6% | +64.8% |
| 10Y | +375.3% | +108.2% | +267.1% | +280.3% |
| All | +1,824.9% | +606.1% | +1,218.8% | +964.2% |
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