+112.6%
SPOT vs DG
-39.5%
+152.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.6% | +1.5% | -0.9% |
| 7D | -6.5% | -4.8% | -1.7% | -6.3% |
| 30D | +2.2% | +1.8% | +0.4% | +2.1% |
| 3M | +5.4% | +14.5% | -9.1% | +4.7% |
| 6M | -4.0% | -13.6% | +9.5% | -3.9% |
| YTD | -9.9% | -4.8% | -5.1% | -10.1% |
| 1Y | -27.3% | +21.6% | -48.8% | -28.0% |
| 3Y | +236.4% | +4.5% | +231.9% | +236.8% |
| 5Y | +112.6% | -38.5% | +151.1% | +130.8% |
| All | +112.6% | -39.5% | +152.1% | +130.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling