+47.9%
SO vs DG
+19.3%
+28.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.1% | +2.0% | -0.8% |
| 7D | -1.5% | +1.1% | -2.6% | -1.6% |
| 30D | +8.1% | +9.5% | -1.4% | +7.3% |
| 3M | +0.2% | +5.5% | -5.2% | -0.3% |
| 6M | +0.4% | +16.1% | -15.7% | -0.9% |
| YTD | +8.5% | +2.7% | +5.8% | +8.0% |
| 1Y | +4.9% | +42.1% | -37.2% | +1.7% |
| 3Y | +47.9% | +19.3% | +28.7% | +39.4% |
| All | +47.9% | +19.3% | +28.6% | +39.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling