-9.8%
T vs DG
+31.9%
-41.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | +2.5% | +0.3% | +2.3% | +2.5% |
| 30D | -3.8% | +3.2% | -7.0% | -4.0% |
| 3M | -8.7% | +10.4% | -19.2% | -9.5% |
| 6M | -8.1% | +33.2% | -41.3% | -9.8% |
| YTD | -6.4% | +3.0% | -9.4% | -8.0% |
| 1Y | -9.8% | +31.2% | -41.0% | -13.2% |
| All | -9.8% | +31.9% | -41.6% | -13.2% |
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