+1,264.4%
BE vs DGX
+66.8%
+1,197.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.7% | +5.0% | +6.1% |
| 7D | +9.0% | -0.9% | +9.9% | +9.4% |
| 30D | +16.3% | -1.2% | +17.4% | +16.6% |
| 3M | +10.8% | +15.8% | -5.0% | +4.6% |
| 6M | +73.2% | +18.2% | +55.0% | +61.3% |
| YTD | +217.4% | +37.2% | +180.2% | +173.6% |
| 1Y | +309.8% | +30.4% | +279.4% | +260.2% |
| 3Y | +1,726.2% | +96.7% | +1,629.5% | +1,123.2% |
| All | +1,264.4% | +66.8% | +1,197.6% | +854.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling