+511.8%
SO vs DG
+631.4%
-119.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | 0.0% |
| 7D | -0.1% | +5.2% | -5.3% | -0.9% |
| 30D | +8.7% | +7.9% | +0.8% | +7.4% |
| 3M | +3.4% | +12.7% | -9.3% | +1.4% |
| 6M | +3.7% | +22.4% | -18.7% | +0.2% |
| YTD | +10.0% | +5.4% | +4.6% | +8.4% |
| 1Y | +6.6% | +39.4% | -32.8% | +0.4% |
| 3Y | +52.5% | +24.1% | +28.4% | +42.0% |
| 5Y | +76.1% | -32.2% | +108.2% | +79.6% |
| 10Y | +194.9% | +111.8% | +83.1% | +162.0% |
| All | +511.8% | +631.4% | -119.6% | +379.8% |
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