+449.1%
PL vs DG
+9.1%
+440.0%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.7% | -1.4% |
| 7D | -9.3% | +8.4% | -17.7% | -9.9% |
| 30D | -18.9% | +4.9% | -23.9% | -19.2% |
| 3M | -58.4% | +29.3% | -87.7% | -59.4% |
| 6M | -30.3% | -11.3% | -19.0% | -29.6% |
| YTD | -8.1% | +1.8% | -9.9% | -8.2% |
| 1Y | +180.5% | +25.3% | +155.2% | +178.2% |
| All | +449.1% | +9.1% | +440.0% | +404.5% |
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 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