-37.8%
U vs DG
-33.2%
-4.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | +0.1% |
| 7D | +4.4% | -4.8% | +9.2% | +5.4% |
| 30D | -1.3% | +1.8% | -3.1% | -1.9% |
| 3M | +49.6% | +14.5% | +35.1% | +44.6% |
| 6M | +100.2% | -13.6% | +113.7% | +105.2% |
| YTD | -3.7% | -4.8% | +1.2% | -3.7% |
| 1Y | -6.5% | +21.6% | -28.1% | -12.3% |
| 3Y | +12.9% | +4.5% | +8.4% | +4.3% |
| 5Y | -68.3% | -38.5% | -29.8% | -60.2% |
| All | -37.8% | -33.2% | -4.6% | -26.7% |
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 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