-6.4%
T vs DG
+45.3%
-51.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +8.5% | -6.5% | +1.0% |
| 7D | +5.5% | +12.3% | -6.8% | +3.9% |
| 30D | -8.9% | +19.3% | -28.2% | -10.3% |
| 3M | -5.6% | +11.9% | -17.4% | -6.6% |
| 6M | -14.3% | +25.0% | -39.3% | -16.1% |
| YTD | -7.9% | +8.7% | -16.7% | -9.9% |
| 1Y | -6.4% | +44.7% | -51.1% | -10.5% |
| All | -6.4% | +45.3% | -51.7% | -10.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling