+21.7%
P vs DG
+39.7%
-17.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.1% | +4.3% | +4.5% |
| 7D | -4.7% | -3.0% | -1.7% | -5.5% |
| 30D | -31.4% | +8.6% | -40.0% | -29.8% |
| 3M | -2.6% | +15.0% | -17.7% | +0.6% |
| 6M | +21.9% | +32.7% | -10.7% | +25.4% |
| YTD | +58.9% | +5.5% | +53.4% | +70.2% |
| 1Y | +21.7% | +34.6% | -12.9% | +20.2% |
| All | +21.7% | +39.7% | -17.9% | +20.2% |
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