+21.9%
BAX vs DG
+632.1%
-610.2%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -0.6% | -3.0% | +2.4% | 0.0% |
| 30D | +6.3% | +8.6% | -2.3% | +4.4% |
| 3M | -4.6% | +15.0% | -19.6% | -7.4% |
| 6M | +50.4% | +32.7% | +17.7% | +42.0% |
| YTD | +38.0% | +5.5% | +32.5% | +35.5% |
| 1Y | +44.6% | +34.6% | +10.0% | +35.2% |
| 3Y | -15.1% | +24.2% | -39.4% | -22.2% |
| 5Y | -63.3% | -32.3% | -31.0% | -62.3% |
| 10Y | -34.4% | +111.1% | -145.5% | -46.0% |
| All | +21.9% | +632.1% | -610.2% | -12.7% |
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