+24.3%
W vs DG
+45.3%
-21.0%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +8.5% | +2.5% | +7.3% |
| 7D | +8.4% | +12.3% | -3.9% | +3.3% |
| 30D | +16.5% | +19.3% | -2.8% | +7.9% |
| 3M | +6.4% | +11.9% | -5.4% | +0.9% |
| 6M | +90.5% | +25.0% | +65.6% | +70.4% |
| YTD | +23.1% | +8.7% | +14.3% | +14.0% |
| 1Y | +24.3% | +44.7% | -20.4% | +2.4% |
| All | +24.3% | +45.3% | -21.0% | +2.4% |
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