+911.5%
BE vs DG
+50.8%
+860.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.5% | +5.9% | +7.1% |
| 7D | +20.0% | +8.4% | +11.6% | +18.1% |
| 30D | +7.9% | +4.9% | +3.0% | +6.8% |
| 3M | -13.2% | +29.3% | -42.6% | -18.8% |
| 6M | +53.5% | -11.3% | +64.7% | +56.5% |
| YTD | +191.0% | +1.8% | +189.3% | +185.7% |
| 1Y | +360.5% | +25.3% | +335.2% | +327.7% |
| 3Y | +1,568.0% | +9.1% | +1,558.9% | +1,448.1% |
| 5Y | +1,055.2% | -34.9% | +1,090.1% | +1,214.6% |
| All | +911.5% | +50.8% | +860.7% | +731.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling