+50.9%
O vs DG
+99.2%
-48.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.7% |
| 7D | -3.5% | -6.3% | +2.8% | -2.5% |
| 30D | -3.3% | +2.4% | -5.8% | -3.8% |
| 3M | -2.8% | +12.4% | -15.3% | -4.8% |
| 6M | -5.8% | -14.9% | +9.2% | -3.7% |
| YTD | +9.4% | -6.1% | +15.4% | +9.8% |
| 1Y | +5.7% | +17.9% | -12.2% | +1.8% |
| 3Y | +27.2% | +3.1% | +24.1% | +21.6% |
| 5Y | +17.2% | -38.7% | +55.8% | +23.4% |
| All | +50.9% | +99.2% | -48.3% | +24.5% |
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