-37.9%
DG vs BB
-27.1%
-10.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.2% | -6.2% | -4.1% |
| 7D | -2.5% | +0.5% | -3.0% | -2.5% |
| 30D | +1.0% | -12.4% | +13.4% | +1.5% |
| 3M | +20.3% | -15.3% | +35.6% | +20.4% |
| 6M | -11.7% | +128.8% | -140.5% | -16.5% |
| YTD | -2.3% | +107.7% | -110.0% | -7.1% |
| 1Y | +20.0% | +103.9% | -83.9% | +14.0% |
| 3Y | +7.2% | +72.6% | -65.4% | +0.9% |
| 5Y | -37.9% | -24.3% | -13.7% | -41.3% |
| All | -37.9% | -27.1% | -10.9% | -41.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling