+475.6%
SO vs DG
+606.1%
-130.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -1.0% |
| 7D | -0.2% | +8.4% | -8.6% | -1.3% |
| 30D | -4.6% | +4.9% | -9.5% | -5.3% |
| 3M | -3.0% | +29.3% | -32.4% | -6.7% |
| 6M | -8.3% | -11.3% | +3.0% | -7.1% |
| YTD | +3.5% | +1.8% | +1.8% | +2.7% |
| 1Y | -0.9% | +25.3% | -26.3% | -5.1% |
| 3Y | +45.4% | +9.1% | +36.3% | +38.2% |
| 5Y | +59.6% | -34.9% | +94.5% | +64.0% |
| 10Y | +156.6% | +108.2% | +48.5% | +129.1% |
| All | +475.6% | +606.1% | -130.5% | +354.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling