+10.0%
O vs DG
+39.7%
-29.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | 0.0% |
| 7D | +0.6% | -3.0% | +3.6% | +1.0% |
| 30D | +9.4% | +8.6% | +0.8% | +8.2% |
| 3M | -2.4% | +15.0% | -17.4% | -4.2% |
| 6M | -1.9% | +32.7% | -34.5% | -4.8% |
| YTD | +10.5% | +5.5% | +5.0% | +8.7% |
| 1Y | +10.0% | +34.6% | -24.6% | +5.6% |
| All | +10.0% | +39.7% | -29.7% | +5.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling