+1,647.6%
BE vs DG
+24.6%
+1,623.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.5% | -4.8% | -4.3% |
| 7D | -13.4% | +5.2% | -18.6% | -13.0% |
| 30D | -33.9% | +7.9% | -41.8% | -33.5% |
| 3M | -12.0% | +12.7% | -24.7% | -11.4% |
| 6M | -29.0% | +22.4% | -51.4% | -28.7% |
| YTD | +113.4% | +5.4% | +108.0% | +115.7% |
| 1Y | +33.2% | +39.4% | -6.2% | +33.5% |
| All | +1,647.6% | +24.6% | +1,623.0% | +1,422.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling