+22.2%
BAX vs DG
+628.1%
-605.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.2% | +0.2% | +2.0% |
| 7D | +9.0% | +0.7% | +8.4% | +8.8% |
| 30D | +8.5% | +7.4% | +1.0% | +6.8% |
| 3M | -4.1% | +8.5% | -12.6% | -5.9% |
| 6M | +46.9% | +21.9% | +25.1% | +40.9% |
| YTD | +38.4% | +4.9% | +33.5% | +36.0% |
| 1Y | +47.0% | +40.4% | +6.6% | +36.4% |
| 3Y | -14.9% | +23.5% | -38.4% | -21.9% |
| 5Y | -62.5% | -32.3% | -30.2% | -61.5% |
| 10Y | -33.9% | +119.3% | -153.2% | -45.9% |
| All | +22.2% | +628.1% | -605.8% | -12.4% |
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