+21.6%
DG vs BB
+100.8%
-79.2%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.5% | -1.1% | -2.6% |
| 7D | -4.8% | +1.8% | -6.7% | -4.8% |
| 30D | +1.8% | -12.2% | +14.0% | +1.5% |
| 3M | +14.5% | -12.3% | +26.8% | +13.2% |
| 6M | -13.6% | +122.7% | -136.3% | -19.3% |
| YTD | -4.8% | +104.5% | -109.3% | -10.9% |
| 1Y | +21.6% | +106.7% | -85.1% | +14.9% |
| All | +21.6% | +100.8% | -79.2% | +14.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling