-26.3%
U vs DG
-26.0%
-0.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.6% | -2.2% |
| 7D | +24.4% | +5.2% | +19.2% | +22.9% |
| 30D | +7.4% | +7.9% | -0.5% | +5.2% |
| 3M | +16.8% | +12.7% | +4.1% | +13.0% |
| 6M | +78.8% | +22.4% | +56.3% | +69.4% |
| YTD | +14.0% | +5.4% | +8.6% | +10.9% |
| 1Y | +16.7% | +39.4% | -22.7% | +5.6% |
| 3Y | +86.4% | +24.1% | +62.3% | +61.7% |
| 5Y | -71.5% | -32.2% | -39.3% | -64.9% |
| All | -26.3% | -26.0% | -0.3% | -15.6% |
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