-68.9%
XYZ vs DG
-35.0%
-33.9%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -1.1% |
| 7D | -1.0% | +8.4% | -9.4% | -2.8% |
| 30D | -1.7% | +4.9% | -6.6% | -2.9% |
| 3M | +16.7% | +29.3% | -12.6% | +10.3% |
| 6M | +26.9% | -11.3% | +38.1% | +29.0% |
| YTD | +27.1% | +1.8% | +25.4% | +25.9% |
| 1Y | +9.3% | +25.3% | -16.1% | +3.4% |
| 3Y | +42.3% | +9.1% | +33.2% | +34.7% |
| All | -68.9% | -35.0% | -33.9% | -65.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling