+32.6%
NET vs DG
-31.1%
+63.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +8.5% | -11.1% | -3.9% |
| 7D | -16.4% | +12.3% | -28.6% | -18.1% |
| 30D | -25.8% | +19.3% | -45.1% | -28.4% |
| 3M | -11.5% | +11.9% | -23.4% | -13.7% |
| 6M | +18.9% | +25.0% | -6.1% | +13.4% |
| YTD | +35.2% | +8.7% | +26.5% | +31.6% |
| 1Y | +14.5% | +44.7% | -30.2% | +5.4% |
| 3Y | +313.8% | +26.6% | +287.2% | +271.5% |
| 5Y | +32.6% | -31.7% | +64.3% | +61.3% |
| All | +32.6% | -31.1% | +63.7% | +61.3% |
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