+533.2%
XYZ vs DG
+143.0%
+390.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -1.2% |
| 7D | -1.0% | +8.4% | -9.4% | -3.4% |
| 30D | -1.7% | +4.9% | -6.6% | -3.2% |
| 3M | +16.7% | +29.3% | -12.6% | +8.3% |
| 6M | +26.9% | -11.3% | +38.1% | +30.4% |
| YTD | +27.1% | +1.8% | +25.4% | +25.7% |
| 1Y | +9.3% | +25.3% | -16.1% | +1.1% |
| 3Y | +42.3% | +9.1% | +33.2% | +29.5% |
| 5Y | -69.3% | -34.9% | -34.4% | -65.1% |
| 10Y | +586.8% | +108.2% | +478.7% | +526.4% |
| All | +533.2% | +143.0% | +390.2% | +482.9% |
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