+46.0%
RF vs DG
-32.2%
+78.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -1.3% | -3.0% | +1.6% | -1.0% |
| 30D | +4.6% | +8.6% | -4.0% | +3.7% |
| 3M | -8.4% | +15.0% | -23.5% | -9.8% |
| 6M | +8.9% | +32.7% | -23.8% | +5.5% |
| YTD | +8.8% | +5.5% | +3.3% | +7.7% |
| 1Y | +18.9% | +34.6% | -15.7% | +14.9% |
| 3Y | +116.0% | +24.2% | +91.7% | +107.3% |
| 5Y | +46.0% | -32.3% | +78.3% | +55.9% |
| All | +46.0% | -32.2% | +78.2% | +55.9% |
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