-23.8%
SPOT vs DG
+19.2%
-43.0%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +6.8% |
| 6M | +2.2% | -13.1% | +15.4% | +1.3% |
| YTD | -9.5% | -4.8% | -4.6% | -10.7% |
| 1Y | -23.8% | +20.6% | -44.4% | -27.2% |
| All | -23.8% | +19.2% | -43.0% | -27.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling