+59.8%
SO vs DG
-35.0%
+94.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -0.9% |
| 7D | -0.2% | +8.4% | -8.6% | -1.0% |
| 30D | -4.6% | +4.9% | -9.5% | -5.1% |
| 3M | -3.0% | +29.3% | -32.4% | -5.7% |
| 6M | -8.3% | -11.3% | +3.0% | -7.3% |
| YTD | +3.5% | +1.8% | +1.8% | +3.0% |
| 1Y | -0.9% | +25.3% | -26.3% | -4.0% |
| 3Y | +45.4% | +9.1% | +36.3% | +39.4% |
| All | +59.8% | -35.0% | +94.8% | +67.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling