+101.5%
DG vs BAH
+199.5%
-98.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.2% | -2.1% |
| 7D | -2.5% | -2.6% | +0.1% | -1.9% |
| 30D | +7.7% | +20.4% | -12.7% | +3.3% |
| 3M | +13.1% | +11.9% | +1.3% | +10.1% |
| 6M | +32.0% | +17.1% | +14.9% | +26.4% |
| YTD | +3.3% | +5.5% | -2.2% | +0.3% |
| 1Y | +31.7% | +5.6% | +26.0% | +27.6% |
| 3Y | +21.7% | -26.5% | +48.2% | +23.7% |
| 5Y | -34.7% | +6.5% | -41.2% | -41.4% |
| All | +101.5% | +199.5% | -98.1% | +38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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