+13.5%
U vs DG
+10.3%
+3.1%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.0% | +6.6% | +2.8% |
| 7D | +4.5% | -2.5% | +6.9% | +4.6% |
| 30D | -0.6% | +1.0% | -1.6% | -0.7% |
| 3M | +48.4% | +20.3% | +28.1% | +46.8% |
| 6M | +115.4% | -11.7% | +127.1% | +114.9% |
| YTD | -3.2% | -2.3% | -0.9% | -3.8% |
| 1Y | -6.0% | +20.0% | -26.0% | -7.5% |
| 3Y | +13.5% | +7.2% | +6.2% | +18.4% |
| All | +13.5% | +10.3% | +3.1% | +18.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling