+26.3%
W vs DG
-13.1%
+39.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.5% | +1.0% | +1.7% |
| 7D | -4.2% | +8.4% | -12.6% | -8.6% |
| 30D | -7.6% | +4.9% | -12.5% | -10.1% |
| 3M | +37.2% | +29.3% | +7.8% | +17.3% |
| 6M | +26.3% | -11.3% | +37.6% | +29.7% |
| All | +26.3% | -13.1% | +39.5% | +29.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling