+485.4%
P vs DG
+117.5%
+367.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | -0.1% | +1.2% |
| 7D | +6.5% | +8.4% | -1.9% | +5.3% |
| 30D | +18.8% | +4.9% | +13.9% | +17.8% |
| 3M | +26.7% | +29.3% | -2.6% | +20.8% |
| 6M | +62.2% | -11.3% | +73.4% | +64.8% |
| YTD | +48.5% | +1.8% | +46.7% | +47.0% |
| 1Y | +26.4% | +25.3% | +1.1% | +19.7% |
| 3Y | +159.4% | +9.1% | +150.3% | +147.1% |
| 5Y | +275.8% | -34.9% | +310.7% | +296.9% |
| 10Y | +732.0% | +108.2% | +623.9% | +571.8% |
| All | +485.4% | +117.5% | +367.9% | +355.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling