+1,449.6%
NET vs DG
-6.0%
+1,455.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.5% | -3.5% | -2.4% |
| 7D | -7.0% | +8.4% | -15.4% | -9.0% |
| 30D | -4.8% | +4.9% | -9.7% | -6.1% |
| 3M | +3.8% | +29.3% | -25.5% | -3.6% |
| 6M | +50.0% | -11.3% | +61.3% | +53.5% |
| YTD | +41.5% | +1.8% | +39.7% | +39.5% |
| 1Y | +32.8% | +25.3% | +7.5% | +22.7% |
| 3Y | +335.9% | +9.1% | +326.8% | +297.4% |
| 5Y | +113.8% | -34.9% | +148.7% | +163.5% |
| All | +1,449.6% | -6.0% | +1,455.5% | +1,342.0% |
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