+64.8%
BE vs DG
+39.7%
+25.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | +0.1% | +12.9% | +13.0% |
| 7D | +4.5% | -3.0% | +7.5% | +4.0% |
| 30D | -20.1% | +8.6% | -28.7% | -18.9% |
| 3M | -0.8% | +15.0% | -15.9% | +0.9% |
| 6M | -26.2% | +32.7% | -58.9% | -27.5% |
| YTD | +141.1% | +5.5% | +135.6% | +141.8% |
| 1Y | +64.8% | +34.6% | +30.2% | +27.9% |
| All | +64.8% | +39.7% | +25.2% | +27.9% |
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