+339.1%
BA vs DG
+612.5%
-273.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.1% | +3.6% | +1.1% |
| 7D | +1.1% | +1.1% | 0.0% | +0.8% |
| 30D | -7.9% | +9.5% | -17.4% | -9.8% |
| 3M | -25.3% | +5.5% | -30.8% | -26.4% |
| 6M | -24.6% | +16.1% | -40.7% | -27.4% |
| YTD | -20.1% | +2.7% | -22.8% | -21.3% |
| 1Y | -11.8% | +42.1% | -53.8% | -19.0% |
| 3Y | -10.1% | +19.3% | -29.4% | -18.1% |
| 5Y | -22.7% | -35.3% | +12.6% | -18.6% |
| 10Y | +35.1% | +123.9% | -88.9% | +1.9% |
| All | +339.1% | +612.5% | -273.4% | +123.5% |
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 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