+554.0%
XYZ vs DG
+145.2%
+408.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.1% | +4.8% | +2.6% |
| 7D | +12.1% | +1.1% | +11.1% | +12.0% |
| 30D | +12.4% | +9.5% | +2.9% | +9.6% |
| 3M | +8.2% | +5.5% | +2.7% | +6.4% |
| 6M | +20.7% | +16.1% | +4.6% | +15.2% |
| YTD | +31.3% | +2.7% | +28.7% | +29.5% |
| 1Y | +20.5% | +42.1% | -21.6% | +7.8% |
| 3Y | +72.6% | +19.3% | +53.4% | +52.0% |
| 5Y | -64.0% | -35.3% | -28.6% | -58.9% |
| 10Y | +601.8% | +123.9% | +477.9% | +544.4% |
| All | +554.0% | +145.2% | +408.8% | +500.7% |
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