+435.0%
DG vs BAH
+1,084.3%
-649.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.4% | +0.3% |
| 7D | +5.2% | +0.5% | +4.7% | +5.1% |
| 30D | +7.9% | +18.2% | -10.3% | +4.6% |
| 3M | +12.7% | +13.1% | -0.4% | +10.0% |
| 6M | +22.4% | +15.2% | +7.2% | +18.5% |
| YTD | +5.4% | +6.0% | -0.6% | +2.8% |
| 1Y | +39.4% | +3.1% | +36.3% | +36.5% |
| 3Y | +24.1% | -26.2% | +50.3% | +26.3% |
| 5Y | -32.2% | +9.3% | -41.5% | -36.8% |
| 10Y | +111.8% | +212.3% | -100.5% | +66.5% |
| All | +435.0% | +1,084.3% | -649.3% | +262.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling