+3.7%
U vs DG
+23.4%
-19.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.2% |
| 7D | -3.8% | +8.4% | -12.2% | -5.0% |
| 30D | +17.5% | +4.9% | +12.5% | +16.5% |
| 3M | +38.7% | +29.3% | +9.4% | +33.4% |
| 6M | +104.4% | -11.3% | +115.7% | +101.1% |
| YTD | -5.7% | +1.8% | -7.4% | -8.0% |
| 1Y | +3.7% | +25.3% | -21.7% | -3.6% |
| All | +3.7% | +23.4% | -19.8% | -3.6% |
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