-9.1%
T vs DG
+23.4%
-32.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.5% | -3.4% | -2.1% |
| 7D | -1.3% | +8.4% | -9.7% | -1.9% |
| 30D | +11.4% | +4.9% | +6.4% | +10.9% |
| 3M | +14.3% | +29.3% | -15.0% | +12.2% |
| 6M | -9.3% | -11.3% | +2.0% | -9.7% |
| YTD | +7.1% | +1.8% | +5.4% | +5.6% |
| 1Y | -9.1% | +25.3% | -34.4% | -13.4% |
| All | -9.1% | +23.4% | -32.5% | -13.4% |
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 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