+49.0%
BP vs DG
+19.0%
+30.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.7% | -0.4% |
| 7D | -11.6% | +1.1% | -12.7% | -11.6% |
| 30D | 0.0% | +9.5% | -9.5% | +0.2% |
| 3M | +6.7% | +5.5% | +1.3% | +6.8% |
| 6M | +2.2% | +16.1% | -13.9% | +2.4% |
| YTD | +33.0% | +2.7% | +30.3% | +33.3% |
| 1Y | +30.7% | +42.1% | -11.4% | +30.2% |
| All | +49.0% | +19.0% | +30.0% | +45.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling