+48.0%
BAX vs DG
+45.3%
+2.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +8.5% | -4.6% | +1.9% |
| 7D | +4.1% | +12.3% | -8.2% | +0.9% |
| 30D | +9.4% | +19.3% | -9.9% | +4.4% |
| 3M | -6.5% | +11.9% | -18.3% | -9.4% |
| 6M | +59.6% | +25.0% | +34.6% | +50.2% |
| YTD | +38.9% | +8.7% | +30.1% | +32.4% |
| 1Y | +48.0% | +44.7% | +3.3% | +34.6% |
| All | +48.0% | +45.3% | +2.7% | +34.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling