+55.3%
BE vs DGX
+45.0%
+10.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +3.5% | -9.8% | -4.0% |
| 7D | -12.1% | +4.1% | -16.2% | -9.4% |
| 30D | -30.1% | +10.5% | -40.6% | -24.8% |
| 3M | -12.1% | +9.8% | -22.0% | -5.6% |
| 6M | -30.6% | +34.6% | -65.1% | -14.6% |
| YTD | +130.6% | +49.8% | +80.8% | +211.0% |
| 1Y | +55.3% | +46.0% | +9.3% | +110.5% |
| All | +55.3% | +45.0% | +10.3% | +110.5% |
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