+0.7%
PL vs DG
+34.9%
-34.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -3.1% | +13.5% | +10.8% |
| 7D | -6.8% | +1.1% | -7.9% | -7.2% |
| 30D | -29.3% | +9.5% | -38.8% | -31.4% |
| 3M | -44.8% | +5.5% | -50.2% | -45.9% |
| 6M | -68.4% | +16.1% | -84.5% | -70.4% |
| YTD | -36.4% | +2.7% | -39.0% | -36.4% |
| 1Y | +0.7% | +42.1% | -41.4% | -11.5% |
| All | +0.7% | +34.9% | -34.2% | -11.5% |
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