-29.9%
BAX vs DG
+12.2%
-42.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +0.8% |
| 7D | -1.1% | +8.4% | -9.5% | -2.5% |
| 30D | -5.5% | +4.9% | -10.4% | -6.3% |
| 3M | +33.5% | +29.3% | +4.2% | +28.5% |
| 6M | +35.9% | -11.3% | +47.1% | +36.8% |
| YTD | +35.4% | +1.8% | +33.6% | +33.8% |
| 1Y | +9.8% | +25.3% | -15.6% | +5.5% |
| All | -29.9% | +12.2% | -42.1% | -36.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling