+42.1%
RF vs DG
-34.7%
+76.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.7% | 0.0% |
| 7D | -0.9% | +1.1% | -2.0% | -1.0% |
| 30D | +6.0% | +9.5% | -3.5% | +5.0% |
| 3M | -8.9% | +5.5% | -14.4% | -9.5% |
| 6M | +2.3% | +16.1% | -13.8% | +0.5% |
| YTD | +7.6% | +2.7% | +4.9% | +6.7% |
| 1Y | +21.2% | +42.1% | -20.9% | +16.5% |
| 3Y | +108.5% | +19.3% | +89.3% | +101.2% |
| All | +42.1% | -34.7% | +76.8% | +52.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling