+162.0%
SO vs DG
+102.6%
+59.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | -0.3% |
| 7D | 0.0% | -4.8% | +4.9% | +0.8% |
| 30D | -2.5% | +1.8% | -4.2% | -2.9% |
| 3M | -4.2% | +14.5% | -18.6% | -6.6% |
| 6M | -7.7% | -13.6% | +5.9% | -5.9% |
| YTD | +3.8% | -4.8% | +8.6% | +3.9% |
| 1Y | +0.1% | +21.6% | -21.5% | -4.6% |
| 3Y | +44.2% | +4.5% | +39.7% | +36.2% |
| 5Y | +57.9% | -38.5% | +96.3% | +67.2% |
| 10Y | +162.0% | +102.2% | +59.8% | +132.3% |
| All | +162.0% | +102.6% | +59.4% | +132.3% |
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