+261.5%
RF vs DG
+128.5%
+133.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.2% | 0.0% | +1.8% |
| 7D | -0.1% | +0.7% | -0.8% | -0.3% |
| 30D | +7.0% | +7.4% | -0.4% | +5.6% |
| 3M | -7.0% | +8.5% | -15.5% | -8.6% |
| 6M | +6.8% | +21.9% | -15.1% | +2.6% |
| YTD | +9.9% | +4.9% | +5.0% | +8.1% |
| 1Y | +21.1% | +40.4% | -19.3% | +12.8% |
| 3Y | +119.6% | +23.5% | +96.1% | +102.2% |
| 5Y | +46.2% | -32.3% | +78.5% | +54.6% |
| 10Y | +261.5% | +119.3% | +142.2% | +170.4% |
| All | +261.5% | +128.5% | +133.1% | +170.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling