+589.4%
SE vs DG
+80.1%
+509.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.3% |
| 7D | -6.1% | +8.4% | -14.5% | -8.0% |
| 30D | -2.5% | +4.9% | -7.4% | -3.9% |
| 3M | +21.7% | +29.3% | -7.6% | +13.4% |
| 6M | +27.0% | -11.3% | +38.3% | +30.0% |
| YTD | -12.1% | +1.8% | -13.9% | -13.6% |
| 1Y | -40.9% | +25.3% | -66.3% | -45.6% |
| 3Y | +191.0% | +9.1% | +181.9% | +163.8% |
| 5Y | -68.3% | -34.9% | -33.4% | -63.6% |
| All | +589.4% | +80.1% | +509.3% | +421.8% |
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