+55.3%
BE vs DG
+45.3%
+10.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +8.5% | -14.9% | -4.9% |
| 7D | -12.1% | +12.3% | -24.4% | -10.5% |
| 30D | -30.1% | +19.3% | -49.4% | -28.4% |
| 3M | -12.1% | +11.9% | -24.0% | -10.3% |
| 6M | -30.6% | +25.0% | -55.5% | -29.9% |
| YTD | +130.6% | +8.7% | +121.9% | +133.9% |
| 1Y | +55.3% | +44.7% | +10.6% | +30.6% |
| All | +55.3% | +45.3% | +10.0% | +30.6% |
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