+1,611.9%
BE vs DGX
+93.2%
+1,518.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.8% | -2.2% | -3.8% |
| 7D | +9.7% | -3.5% | +13.2% | +10.1% |
| 30D | +22.4% | -2.7% | +25.1% | +22.6% |
| 3M | +10.4% | +13.9% | -3.5% | +8.4% |
| 6M | +67.9% | +16.0% | +51.8% | +64.0% |
| YTD | +197.5% | +34.9% | +162.6% | +175.7% |
| 1Y | +310.6% | +30.6% | +280.0% | +282.8% |
| All | +1,611.9% | +93.2% | +1,518.7% | +1,120.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling