-69.4%
PL vs DG
+20.0%
-89.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -2.6% | -7.5% | -10.8% |
| 7D | -20.5% | +6.1% | -26.6% | -18.9% |
| 30D | -38.8% | +11.9% | -50.7% | -37.0% |
| 3M | -49.1% | +9.3% | -58.4% | -48.1% |
| 6M | -69.4% | +19.1% | -88.5% | -67.8% |
| All | -69.4% | +20.0% | -89.4% | -67.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling