+403.1%
PL vs DG
+23.1%
+380.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -2.6% | -7.5% | -10.0% |
| 7D | -20.5% | +6.1% | -26.6% | -20.8% |
| 30D | -38.8% | +11.9% | -50.7% | -39.3% |
| 3M | -49.1% | +9.3% | -58.4% | -49.5% |
| 6M | -69.4% | +19.1% | -88.5% | -69.9% |
| YTD | -42.3% | +5.9% | -48.3% | -42.6% |
| 1Y | -14.2% | +39.8% | -54.0% | -14.9% |
| All | +403.1% | +23.1% | +380.0% | +325.6% |
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