+196.4%
SO vs DG
+105.2%
+91.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.6% | +1.3% |
| 7D | +1.4% | +0.3% | +1.1% | +1.3% |
| 30D | +4.7% | +3.2% | +1.5% | +4.0% |
| 3M | +1.7% | +10.4% | -8.7% | -0.3% |
| 6M | +2.2% | +33.2% | -31.0% | -3.3% |
| YTD | +10.0% | +3.0% | +7.0% | +8.4% |
| 1Y | +6.0% | +31.2% | -25.2% | -0.3% |
| 3Y | +54.1% | +21.8% | +32.3% | +40.9% |
| 5Y | +79.6% | -35.0% | +114.6% | +89.1% |
| All | +196.4% | +105.2% | +91.2% | +158.7% |
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