+340.4%
RF vs DG
+112.1%
+228.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.3% |
| 7D | +1.3% | +8.4% | -7.1% | -0.1% |
| 30D | -3.6% | +4.9% | -8.6% | -4.5% |
| 3M | +8.1% | +29.3% | -21.3% | +3.1% |
| 6M | +11.5% | -11.3% | +22.7% | +13.3% |
| YTD | +15.6% | +1.8% | +13.8% | +14.5% |
| 1Y | +15.7% | +25.3% | -9.7% | +10.0% |
| 3Y | +86.9% | +9.1% | +77.8% | +77.3% |
| 5Y | +89.8% | -34.9% | +124.7% | +102.5% |
| All | +340.4% | +112.1% | +228.3% | +223.5% |
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 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