+266.8%
T vs DG
+631.4%
-364.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.2% | +0.6% |
| 7D | +2.6% | +5.2% | -2.6% | +1.8% |
| 30D | -1.1% | +7.9% | -9.0% | -2.1% |
| 3M | -7.7% | +12.7% | -20.5% | -9.3% |
| 6M | -10.6% | +22.4% | -33.1% | -13.3% |
| YTD | -7.5% | +5.4% | -12.9% | -8.7% |
| 1Y | -7.4% | +39.4% | -46.8% | -12.3% |
| 3Y | +63.1% | +24.1% | +38.9% | +52.9% |
| 5Y | +55.2% | -32.2% | +87.4% | +57.9% |
| 10Y | +58.8% | +111.8% | -53.0% | +36.7% |
| All | +266.8% | +631.4% | -364.6% | +169.7% |
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