+76.2%
O vs DG
+105.2%
-29.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.7% |
| 7D | -0.4% | +0.3% | -0.7% | -0.4% |
| 30D | +7.1% | +3.2% | +3.9% | +6.5% |
| 3M | -5.2% | +10.4% | -15.7% | -6.9% |
| 6M | -1.8% | +33.2% | -34.9% | -6.6% |
| YTD | +9.1% | +3.0% | +6.1% | +7.7% |
| 1Y | +9.7% | +31.2% | -21.5% | +3.7% |
| 3Y | +39.1% | +21.8% | +17.3% | +28.9% |
| 5Y | +8.4% | -35.0% | +43.3% | +13.3% |
| All | +76.2% | +105.2% | -29.0% | +43.5% |
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