+1,251.0%
BE vs DG
-37.3%
+1,288.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -4.0% | +13.6% | +10.0% |
| 7D | +29.8% | -2.5% | +32.2% | +30.0% |
| 30D | +26.4% | +1.0% | +25.4% | +26.1% |
| 3M | +9.3% | +20.3% | -11.0% | +6.0% |
| 6M | +105.1% | -11.7% | +116.8% | +108.3% |
| YTD | +219.0% | -2.3% | +221.4% | +217.8% |
| 1Y | +418.8% | +20.0% | +398.7% | +398.3% |
| 3Y | +1,784.6% | +7.2% | +1,777.3% | +1,723.7% |
| 5Y | +1,251.0% | -37.9% | +1,288.9% | +1,478.7% |
| All | +1,251.0% | -37.3% | +1,288.2% | +1,478.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling