+163.6%
W vs DG
+159.4%
+4.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.5% | +1.0% | +1.9% |
| 7D | -4.2% | +8.4% | -12.6% | -7.6% |
| 30D | -7.6% | +4.9% | -12.5% | -9.7% |
| 3M | +37.2% | +29.3% | +7.8% | +22.5% |
| 6M | +26.3% | -11.3% | +37.6% | +31.7% |
| YTD | -1.0% | +1.8% | -2.7% | -2.8% |
| 1Y | +20.1% | +25.3% | -5.3% | +6.7% |
| 3Y | +37.8% | +9.1% | +28.7% | +19.7% |
| 5Y | -63.7% | -34.9% | -28.8% | -57.4% |
| 10Y | +156.3% | +108.2% | +48.2% | +85.7% |
| All | +163.6% | +159.4% | +4.2% | +53.8% |
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