+2,281.7%
V vs DG
+628.1%
+1,653.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -0.5% |
| 7D | -0.8% | +0.7% | -1.5% | -0.9% |
| 30D | +9.5% | +7.4% | +2.1% | +8.1% |
| 3M | +16.7% | +8.5% | +8.2% | +14.8% |
| 6M | +32.9% | +21.9% | +11.1% | +27.9% |
| YTD | +21.1% | +4.9% | +16.2% | +19.0% |
| 1Y | +26.6% | +40.4% | -13.8% | +17.9% |
| 3Y | +78.4% | +23.5% | +54.9% | +63.0% |
| 5Y | +105.5% | -32.3% | +137.8% | +112.7% |
| 10Y | +444.2% | +119.3% | +324.9% | +318.7% |
| All | +2,281.7% | +628.1% | +1,653.7% | +1,262.0% |
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