+82.5%
O vs DG
+111.9%
-29.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | 0.0% |
| 7D | +0.6% | -3.0% | +3.6% | +1.1% |
| 30D | +9.4% | +8.6% | +0.8% | +7.8% |
| 3M | -2.4% | +15.0% | -17.4% | -4.8% |
| 6M | -1.9% | +32.7% | -34.5% | -6.6% |
| YTD | +10.5% | +5.5% | +5.0% | +8.6% |
| 1Y | +10.0% | +34.6% | -24.6% | +3.6% |
| 3Y | +40.5% | +24.2% | +16.2% | +29.7% |
| 5Y | +10.2% | -32.3% | +42.5% | +14.3% |
| 10Y | +82.5% | +111.1% | -28.6% | +45.0% |
| All | +82.5% | +111.9% | -29.5% | +45.0% |
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