-26.6%
U vs DG
-27.5%
+0.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.1% | +3.1% | +1.5% |
| 7D | +2.8% | -2.5% | +5.3% | +3.3% |
| 30D | +7.6% | +7.7% | -0.1% | +5.4% |
| 3M | +12.7% | +13.1% | -0.4% | +8.9% |
| 6M | +87.0% | +32.0% | +54.9% | +74.2% |
| YTD | +13.6% | +3.3% | +10.3% | +10.9% |
| 1Y | +25.3% | +31.7% | -6.4% | +14.9% |
| 3Y | +85.8% | +21.7% | +64.1% | +61.8% |
| 5Y | -74.5% | -34.7% | -39.7% | -68.2% |
| All | -26.6% | -27.5% | +0.9% | -15.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling