+18.4%
U vs DG
+45.3%
-26.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +8.5% | -3.6% | +4.3% |
| 7D | +7.5% | +12.3% | -4.8% | +6.7% |
| 30D | -7.0% | +19.3% | -26.3% | -8.4% |
| 3M | +20.6% | +11.9% | +8.7% | +19.4% |
| 6M | +53.2% | +25.0% | +28.2% | +48.6% |
| YTD | -3.9% | +8.7% | -12.6% | -6.0% |
| 1Y | +18.4% | +44.7% | -26.3% | +15.8% |
| All | +18.4% | +45.3% | -26.9% | +15.8% |
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