+264.0%
SPOT vs DG
+59.9%
+204.1%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.5% | -4.6% | -3.3% |
| 7D | -0.9% | +8.4% | -9.3% | -1.9% |
| 30D | +12.5% | +4.9% | +7.5% | +11.8% |
| 3M | +9.9% | +29.3% | -19.4% | +6.5% |
| 6M | +1.6% | -11.3% | +12.8% | +2.5% |
| YTD | -6.6% | +1.8% | -8.3% | -7.3% |
| 1Y | -22.9% | +25.3% | -48.3% | -25.6% |
| 3Y | +244.3% | +9.1% | +235.2% | +232.8% |
| 5Y | +117.8% | -34.9% | +152.7% | +138.6% |
| All | +264.0% | +59.9% | +204.1% | +216.1% |
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