+897.7%
RF vs DG
+606.1%
+291.6%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.4% |
| 7D | +1.3% | +8.4% | -7.1% | -0.5% |
| 30D | -3.6% | +4.9% | -8.6% | -4.7% |
| 3M | +8.1% | +29.3% | -21.3% | +1.9% |
| 6M | +11.5% | -11.3% | +22.7% | +13.7% |
| YTD | +15.6% | +1.8% | +13.8% | +14.2% |
| 1Y | +15.7% | +25.3% | -9.7% | +8.6% |
| 3Y | +86.9% | +9.1% | +77.8% | +73.8% |
| 5Y | +89.8% | -34.9% | +124.7% | +99.3% |
| 10Y | +344.7% | +108.2% | +236.5% | +217.9% |
| All | +897.7% | +606.1% | +291.6% | +334.0% |
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