+360.5%
BE vs DG
+23.4%
+337.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.5% | +5.9% | +7.4% |
| 7D | +20.0% | +8.4% | +11.6% | +20.4% |
| 30D | +7.9% | +4.9% | +3.0% | +8.2% |
| 3M | -13.2% | +29.3% | -42.6% | -15.3% |
| 6M | +53.5% | -11.3% | +64.7% | +68.8% |
| YTD | +191.0% | +1.8% | +189.3% | +195.3% |
| 1Y | +360.5% | +25.3% | +335.2% | +314.1% |
| All | +360.5% | +23.4% | +337.1% | +314.1% |
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