-13.6%
SKDD vs DG
+15.1%
-28.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +8.5% | +1.8% | -6.3% |
| 7D | +28.7% | +12.3% | +16.4% | +1.7% |
| 30D | +54.1% | +19.3% | +34.8% | +11.0% |
| 3M | -22.7% | +11.9% | -34.6% | -37.0% |
| All | -13.6% | +15.1% | -28.8% | -38.9% |
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 · Available span rolling