+127.0%
BP vs DG
+119.6%
+7.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | 0.0% |
| 7D | -6.3% | +5.2% | -11.5% | -6.6% |
| 30D | -3.6% | +7.9% | -11.5% | -4.0% |
| 3M | +5.2% | +12.7% | -7.5% | +4.5% |
| 6M | +5.3% | +22.4% | -17.1% | +4.0% |
| YTD | +33.1% | +5.4% | +27.7% | +32.4% |
| 1Y | +26.3% | +39.4% | -13.1% | +23.1% |
| 3Y | +47.5% | +24.1% | +23.4% | +42.3% |
| 5Y | +106.2% | -32.2% | +138.3% | +110.0% |
| 10Y | +127.0% | +111.8% | +15.2% | +105.9% |
| All | +127.0% | +119.6% | +7.4% | +105.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling