+19.5%
BAX vs DG
+606.1%
-586.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +0.7% |
| 7D | -1.1% | +8.4% | -9.5% | -2.7% |
| 30D | -5.5% | +4.9% | -10.4% | -6.4% |
| 3M | +33.5% | +29.3% | +4.2% | +27.1% |
| 6M | +35.9% | -11.3% | +47.1% | +38.3% |
| YTD | +35.4% | +1.8% | +33.6% | +34.1% |
| 1Y | +9.8% | +25.3% | -15.6% | +4.1% |
| 3Y | -32.7% | +9.1% | -41.8% | -36.6% |
| 5Y | -65.6% | -34.9% | -30.7% | -64.3% |
| 10Y | -34.9% | +108.2% | -143.1% | -46.1% |
| All | +19.5% | +606.1% | -586.5% | -13.6% |
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 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