+198.3%
W vs DG
+168.7%
+29.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.5% | -4.2% | -3.9% |
| 7D | +1.1% | +5.2% | -4.1% | -0.9% |
| 30D | +6.4% | +7.9% | -1.5% | +2.9% |
| 3M | +9.0% | +12.7% | -3.8% | +2.9% |
| 6M | +69.8% | +22.4% | +47.4% | +54.8% |
| YTD | +12.1% | +5.4% | +6.7% | +8.0% |
| 1Y | 0.0% | +39.4% | -39.4% | -15.1% |
| 3Y | +160.3% | +24.1% | +136.2% | +112.4% |
| 5Y | -53.3% | -32.2% | -21.1% | -46.4% |
| 10Y | +217.0% | +111.8% | +105.2% | +127.4% |
| All | +198.3% | +168.7% | +29.6% | +71.0% |
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