-32.3%
DG vs BB
-11.2%
-21.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.7% | 0.0% |
| 7D | -3.0% | +7.3% | -10.3% | -3.2% |
| 30D | +8.6% | +11.2% | -2.6% | +8.0% |
| 3M | +15.0% | +4.7% | +10.4% | +14.5% |
| 6M | +32.7% | +51.1% | -18.4% | +28.5% |
| YTD | +5.5% | +148.0% | -142.5% | -0.8% |
| 1Y | +34.6% | +106.1% | -71.5% | +27.7% |
| 3Y | +24.2% | +158.2% | -134.0% | +13.9% |
| 5Y | -32.3% | -10.8% | -21.4% | -37.4% |
| All | -32.3% | -11.2% | -21.0% | -37.4% |
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