+2,016.1%
V vs DG
+606.1%
+1,410.0%
-36.4%
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% | -1.2% |
| 7D | -1.7% | +8.4% | -10.1% | -3.1% |
| 30D | +2.0% | +4.9% | -3.0% | +1.0% |
| 3M | +17.4% | +29.3% | -12.0% | +12.1% |
| 6M | +17.5% | -11.3% | +28.8% | +19.3% |
| YTD | +7.6% | +1.8% | +5.8% | +6.4% |
| 1Y | +7.7% | +25.3% | -17.6% | +2.3% |
| 3Y | +54.7% | +9.1% | +45.6% | +45.1% |
| 5Y | +73.0% | -34.9% | +107.9% | +80.6% |
| 10Y | +390.9% | +108.2% | +282.7% | +281.8% |
| All | +2,016.1% | +606.1% | +1,410.0% | +1,118.2% |
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