-39.0%
U vs DG
-28.6%
-10.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.3% |
| 7D | -3.8% | +8.4% | -12.2% | -5.6% |
| 30D | +17.5% | +4.9% | +12.5% | +16.1% |
| 3M | +38.7% | +29.3% | +9.4% | +30.6% |
| 6M | +104.4% | -11.3% | +115.7% | +108.3% |
| YTD | -5.7% | +1.8% | -7.4% | -7.0% |
| 1Y | +3.7% | +25.3% | -21.7% | -3.3% |
| 3Y | +12.3% | +9.1% | +3.2% | +3.5% |
| 5Y | -68.8% | -34.9% | -33.9% | -61.2% |
| All | -39.0% | -28.6% | -10.5% | -29.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling