+135.8%
BP vs DG
-37.3%
+173.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.0% | +6.5% | +2.5% |
| 7D | +0.9% | -2.5% | +3.4% | +0.9% |
| 30D | +9.1% | +1.0% | +8.1% | +9.1% |
| 3M | +3.9% | +20.3% | -16.4% | +3.7% |
| 6M | +13.6% | -11.7% | +25.4% | +14.0% |
| YTD | +34.0% | -2.3% | +36.4% | +34.1% |
| 1Y | +39.2% | +20.0% | +19.2% | +38.4% |
| 3Y | +36.4% | +7.2% | +29.2% | +34.5% |
| 5Y | +135.8% | -37.9% | +173.7% | +140.8% |
| All | +135.8% | -37.3% | +173.1% | +140.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling