+416.4%
DG vs BAH
+886.2%
-469.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +2.9% | +1.8% |
| 7D | +8.4% | -3.2% | +11.6% | +9.0% |
| 30D | +4.9% | +2.0% | +2.9% | +4.5% |
| 3M | +29.3% | -7.6% | +37.0% | +30.7% |
| 6M | -11.3% | -5.7% | -5.6% | -10.9% |
| YTD | +1.8% | -11.7% | +13.5% | +2.8% |
| 1Y | +25.3% | -27.4% | +52.7% | +31.0% |
| 3Y | +9.1% | -32.5% | +41.6% | +12.7% |
| 5Y | -34.9% | -3.3% | -31.5% | -37.9% |
| 10Y | +108.2% | +186.0% | -77.8% | +67.6% |
| All | +416.4% | +886.2% | -469.8% | +262.7% |
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