+311.1%
SPOT vs DG
+61.8%
+249.3%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.7% | +2.4% |
| 7D | +1.6% | +0.3% | +1.3% | +1.6% |
| 30D | +16.9% | +3.2% | +13.7% | +16.5% |
| 3M | +23.0% | +10.4% | +12.5% | +21.4% |
| 6M | +42.2% | +33.2% | +9.0% | +37.2% |
| YTD | +5.5% | +3.0% | +2.5% | +4.5% |
| 1Y | -5.1% | +31.2% | -36.3% | -8.8% |
| 3Y | +257.9% | +21.8% | +236.1% | +237.6% |
| 5Y | +118.4% | -35.0% | +153.3% | +140.0% |
| All | +311.1% | +61.8% | +249.3% | +256.4% |
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