+102.2%
DG vs BB
+2.1%
+100.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.5% | -1.1% | -2.5% |
| 7D | -4.8% | +1.8% | -6.7% | -4.9% |
| 30D | +1.8% | -12.2% | +14.0% | +2.2% |
| 3M | +14.5% | -12.3% | +26.8% | +14.5% |
| 6M | -13.6% | +122.7% | -136.3% | -16.9% |
| YTD | -4.8% | +104.5% | -109.3% | -8.3% |
| 1Y | +21.6% | +106.7% | -85.1% | +16.9% |
| 3Y | +4.5% | +70.0% | -65.5% | -0.2% |
| 5Y | -38.5% | -27.8% | -10.7% | -40.1% |
| 10Y | +102.2% | +2.4% | +99.8% | +82.7% |
| All | +102.2% | +2.1% | +100.1% | +82.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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