+360.5%
BE vs DGX
+33.7%
+326.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.9% | +8.3% | +6.8% |
| 7D | +20.0% | -2.3% | +22.3% | +18.4% |
| 30D | +7.9% | +0.6% | +7.4% | +8.4% |
| 3M | -13.2% | +21.4% | -34.6% | -1.9% |
| 6M | +53.5% | +14.7% | +38.7% | +70.6% |
| YTD | +191.0% | +38.4% | +152.6% | +257.5% |
| 1Y | +360.5% | +34.0% | +326.5% | +478.1% |
| All | +360.5% | +33.7% | +326.9% | +478.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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