+437.5%
BA vs DG
+606.1%
-168.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.5% |
| 7D | +1.2% | +8.4% | -7.2% | -0.5% |
| 30D | -11.6% | +4.9% | -16.6% | -12.6% |
| 3M | -2.4% | +29.3% | -31.7% | -7.7% |
| 6M | -6.6% | -11.3% | +4.6% | -4.9% |
| YTD | -2.2% | +1.8% | -4.0% | -3.2% |
| 1Y | -8.0% | +25.3% | -33.4% | -13.3% |
| 3Y | -5.0% | +9.1% | -14.1% | -11.4% |
| 5Y | -2.7% | -34.9% | +32.2% | +2.5% |
| 10Y | +75.9% | +108.2% | -32.3% | +35.3% |
| All | +437.5% | +606.1% | -168.6% | +174.8% |
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