+72.6%
XYZ vs DG
+19.3%
+53.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.1% | +4.8% | +2.1% |
| 7D | +12.1% | +1.1% | +11.1% | +12.1% |
| 30D | +12.4% | +9.5% | +2.9% | +11.5% |
| 3M | +8.2% | +5.5% | +2.7% | +7.6% |
| 6M | +20.7% | +16.1% | +4.6% | +18.9% |
| YTD | +31.3% | +2.7% | +28.7% | +30.1% |
| 1Y | +20.5% | +42.1% | -21.6% | +19.7% |
| 3Y | +72.6% | +19.3% | +53.4% | +66.0% |
| All | +72.6% | +19.3% | +53.3% | +66.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling