+252.8%
SPOT vs DG
+49.6%
+203.3%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.6% |
| 7D | -3.1% | -6.5% | +3.4% | -2.3% |
| 30D | +7.4% | +4.2% | +3.2% | +6.8% |
| 3M | +8.2% | +9.5% | -1.3% | +6.9% |
| 6M | +2.2% | -13.1% | +15.4% | +3.4% |
| YTD | -9.5% | -4.8% | -4.6% | -9.4% |
| 1Y | -23.8% | +20.6% | -44.4% | -26.1% |
| 3Y | +233.5% | +4.9% | +228.5% | +222.8% |
| 5Y | +112.2% | -37.9% | +150.1% | +132.8% |
| All | +252.8% | +49.6% | +203.3% | +208.8% |
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 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