+284.7%
P vs DG
-35.8%
+320.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.9% |
| 7D | +11.6% | +0.3% | +11.3% | +11.6% |
| 30D | -23.7% | +3.2% | -26.9% | -23.7% |
| 3M | -8.0% | +10.4% | -18.4% | -8.3% |
| 6M | +27.9% | +33.2% | -5.3% | +25.5% |
| YTD | +61.2% | +3.0% | +58.2% | +61.6% |
| 1Y | +28.6% | +31.2% | -2.6% | +26.2% |
| 3Y | +200.5% | +21.8% | +178.7% | +200.4% |
| All | +284.7% | -35.8% | +320.5% | +294.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling