+224.0%
SU vs DG
+560.3%
-336.3%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.6% | +4.2% | +1.9% |
| 7D | +1.6% | -4.8% | +6.4% | +2.0% |
| 30D | +10.7% | +1.8% | +9.0% | +10.5% |
| 3M | +13.5% | +14.5% | -1.0% | +11.8% |
| 6M | +21.8% | -13.6% | +35.4% | +23.2% |
| YTD | +58.8% | -4.8% | +63.7% | +58.9% |
| 1Y | +72.0% | +21.6% | +50.5% | +67.0% |
| 3Y | +121.7% | +4.5% | +117.2% | +114.1% |
| 5Y | +350.4% | -38.5% | +388.9% | +364.1% |
| 10Y | +264.7% | +102.2% | +162.5% | +201.3% |
| All | +224.0% | +560.3% | -336.3% | +85.7% |
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 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