-48.8%
SE vs DG
+45.3%
-94.0%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +8.5% | -4.1% | +3.9% |
| 7D | +6.7% | +12.3% | -5.6% | +5.9% |
| 30D | -17.2% | +19.3% | -36.5% | -18.0% |
| 3M | -28.0% | +11.9% | -39.9% | -28.5% |
| 6M | -6.1% | +25.0% | -31.1% | -7.1% |
| YTD | -37.1% | +8.7% | -45.9% | -38.2% |
| 1Y | -48.8% | +44.7% | -93.5% | -48.6% |
| All | -48.8% | +45.3% | -94.0% | -48.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling