+27.4%
O vs DG
+4.6%
+22.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.2% |
| 7D | -2.9% | -6.5% | +3.6% | -2.2% |
| 30D | -4.5% | +4.2% | -8.7% | -4.9% |
| 3M | -2.6% | +9.5% | -12.2% | -3.6% |
| 6M | -5.6% | -13.1% | +7.5% | -4.6% |
| YTD | +9.3% | -4.8% | +14.1% | +9.4% |
| 1Y | +4.3% | +20.6% | -16.3% | +1.9% |
| 3Y | +27.4% | +4.9% | +22.5% | +27.6% |
| All | +27.4% | +4.6% | +22.8% | +27.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling