+40.4%
O vs DG
+23.3%
+17.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | 0.0% |
| 7D | +3.5% | +5.2% | -1.7% | +3.0% |
| 30D | +10.4% | +7.9% | +2.5% | +9.5% |
| 3M | -2.4% | +12.7% | -15.2% | -3.7% |
| 6M | -1.2% | +22.4% | -23.6% | -3.4% |
| YTD | +10.4% | +5.4% | +5.0% | +9.3% |
| 1Y | +11.4% | +39.4% | -28.0% | +7.4% |
| 3Y | +40.4% | +24.1% | +16.3% | +28.8% |
| All | +40.4% | +23.3% | +17.1% | +28.8% |
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