+40.9%
XYZ vs DG
+9.1%
+31.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -0.8% |
| 7D | -1.0% | +8.4% | -9.4% | -1.6% |
| 30D | -1.7% | +4.9% | -6.6% | -2.1% |
| 3M | +16.7% | +29.3% | -12.6% | +14.7% |
| 6M | +26.9% | -11.3% | +38.1% | +25.8% |
| YTD | +27.1% | +1.8% | +25.4% | +26.1% |
| 1Y | +9.3% | +25.3% | -16.1% | +8.5% |
| All | +40.9% | +9.1% | +31.8% | +39.3% |
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