+828.5%
RF vs DG
+612.5%
+216.1%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.7% | +0.3% |
| 7D | -0.9% | +1.1% | -2.0% | -1.2% |
| 30D | +6.0% | +9.5% | -3.5% | +3.8% |
| 3M | -8.9% | +5.5% | -14.4% | -10.3% |
| 6M | +2.3% | +16.1% | -13.8% | -1.6% |
| YTD | +7.6% | +2.7% | +4.9% | +5.8% |
| 1Y | +21.2% | +42.1% | -20.9% | +10.5% |
| 3Y | +108.5% | +19.3% | +89.3% | +89.2% |
| 5Y | +43.2% | -35.3% | +78.6% | +50.6% |
| 10Y | +288.1% | +123.9% | +164.1% | +171.1% |
| All | +828.5% | +612.5% | +216.1% | +302.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling