+230.9%
SPOT vs DG
+3.3%
+227.6%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.0% | -0.3% |
| 7D | -6.9% | -6.3% | -0.6% | -6.9% |
| 30D | +4.1% | +2.4% | +1.7% | +4.2% |
| 3M | +3.7% | +12.4% | -8.7% | +3.9% |
| 6M | -1.6% | -14.9% | +13.3% | -2.6% |
| YTD | -10.2% | -6.1% | -4.1% | -10.5% |
| 1Y | -25.9% | +17.9% | -43.8% | -25.4% |
| All | +230.9% | +3.3% | +227.6% | +272.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling