+9.8%
O vs DG
+31.9%
-22.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.5% | -0.2% |
| 7D | -0.4% | -2.5% | +2.1% | -0.1% |
| 30D | +8.3% | +7.7% | +0.6% | +7.2% |
| 3M | -4.0% | +13.1% | -17.1% | -5.5% |
| 6M | -2.6% | +32.0% | -34.7% | -5.3% |
| YTD | +9.9% | +3.3% | +6.6% | +8.4% |
| 1Y | +9.8% | +31.7% | -21.8% | +5.7% |
| All | +9.8% | +31.9% | -22.1% | +5.7% |
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