+355.0%
SE vs DG
+86.7%
+268.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.1% | -3.8% | -3.7% |
| 7D | -7.7% | -3.0% | -4.8% | -7.0% |
| 30D | -22.8% | +8.6% | -31.4% | -24.5% |
| 3M | -43.7% | +15.0% | -58.8% | -45.9% |
| 6M | -12.8% | +32.7% | -45.5% | -19.7% |
| YTD | -42.0% | +5.5% | -47.5% | -43.6% |
| 1Y | -48.0% | +34.6% | -82.6% | -53.0% |
| 3Y | +62.7% | +24.2% | +38.4% | +39.9% |
| 5Y | -77.8% | -32.3% | -45.5% | -74.8% |
| All | +355.0% | +86.7% | +268.3% | +240.4% |
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