+81.6%
BP vs DG
+606.1%
-524.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | +0.4% |
| 7D | +3.9% | +8.4% | -4.5% | +3.3% |
| 30D | +7.6% | +4.9% | +2.7% | +7.2% |
| 3M | +0.7% | +29.3% | -28.6% | -1.6% |
| 6M | +15.5% | -11.3% | +26.8% | +16.4% |
| YTD | +30.8% | +1.8% | +29.1% | +30.2% |
| 1Y | +34.3% | +25.3% | +9.0% | +30.6% |
| 3Y | +35.1% | +9.1% | +26.0% | +30.6% |
| 5Y | +126.8% | -34.9% | +161.7% | +131.0% |
| 10Y | +123.4% | +108.2% | +15.2% | +89.7% |
| All | +81.6% | +606.1% | -524.5% | +14.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling