+58.1%
XYZ vs DG
+22.1%
+36.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.1% | -2.0% | -3.8% |
| 7D | -2.1% | -2.5% | +0.3% | -1.8% |
| 30D | +7.0% | +7.7% | -0.7% | +6.4% |
| 3M | +5.1% | +13.1% | -8.0% | +4.0% |
| 6M | +14.1% | +32.0% | -18.0% | +11.9% |
| YTD | +26.4% | +3.3% | +23.0% | +25.1% |
| 1Y | +25.1% | +31.7% | -6.6% | +24.0% |
| All | +58.1% | +22.1% | +36.0% | +53.4% |
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