+29.3%
V vs DG
+45.3%
-15.9%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +8.5% | -4.7% | +2.7% |
| 7D | +9.0% | +12.3% | -3.3% | +7.4% |
| 30D | +18.1% | +19.3% | -1.2% | +15.7% |
| 3M | +18.3% | +11.9% | +6.5% | +16.6% |
| 6M | +34.1% | +25.0% | +9.1% | +31.0% |
| YTD | +25.2% | +8.7% | +16.5% | +22.0% |
| 1Y | +29.3% | +44.7% | -15.4% | +23.3% |
| All | +29.3% | +45.3% | -15.9% | +23.3% |
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