+1,381.0%
NET vs DG
+0.5%
+1,380.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +8.5% | -11.1% | -4.6% |
| 7D | -16.4% | +12.3% | -28.6% | -19.0% |
| 30D | -25.8% | +19.3% | -45.1% | -29.6% |
| 3M | -11.5% | +11.9% | -23.4% | -14.8% |
| 6M | +18.9% | +25.0% | -6.1% | +10.9% |
| YTD | +35.2% | +8.7% | +26.5% | +30.2% |
| 1Y | +14.5% | +44.7% | -30.2% | +1.2% |
| 3Y | +313.8% | +26.6% | +287.2% | +252.4% |
| 5Y | +32.6% | -31.7% | +64.3% | +61.3% |
| All | +1,381.0% | +0.5% | +1,380.5% | +1,245.4% |
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