-6.5%
U vs DG
+17.9%
-24.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | -0.1% |
| 7D | +4.4% | -4.8% | +9.2% | +5.0% |
| 30D | -1.3% | +1.8% | -3.1% | -1.7% |
| 3M | +49.6% | +14.5% | +35.1% | +46.1% |
| 6M | +100.2% | -13.6% | +113.7% | +98.4% |
| YTD | -3.7% | -4.8% | +1.2% | -5.3% |
| 1Y | -6.5% | +21.6% | -28.1% | -13.0% |
| All | -6.5% | +17.9% | -24.4% | -13.0% |
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