+568.6%
SE vs DG
+68.4%
+500.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.6% | -1.5% | -3.4% |
| 7D | -3.6% | -4.8% | +1.2% | -2.5% |
| 30D | -5.3% | +1.8% | -7.1% | -6.0% |
| 3M | +28.1% | +14.5% | +13.6% | +23.1% |
| 6M | +20.7% | -13.6% | +34.2% | +24.3% |
| YTD | -14.8% | -4.8% | -9.9% | -14.8% |
| 1Y | -43.6% | +21.6% | -65.1% | -47.7% |
| 3Y | +184.2% | +4.5% | +179.7% | +159.0% |
| 5Y | -66.3% | -38.5% | -27.8% | -60.9% |
| All | +568.6% | +68.4% | +500.2% | +414.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling