+594.0%
DG vs BB
-85.6%
+679.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.0% | +0.9% | -1.9% |
| 7D | -2.5% | +9.0% | -11.4% | -2.8% |
| 30D | +7.7% | +7.7% | 0.0% | +7.2% |
| 3M | +13.1% | +4.0% | +9.1% | +12.6% |
| 6M | +32.0% | +46.6% | -14.6% | +28.7% |
| YTD | +3.3% | +140.6% | -137.3% | -1.7% |
| 1Y | +31.7% | +103.1% | -71.5% | +26.1% |
| 3Y | +21.7% | +150.5% | -128.9% | +13.6% |
| 5Y | -34.7% | -15.4% | -19.3% | -36.8% |
| 10Y | +106.7% | +25.4% | +81.3% | +84.5% |
| All | +594.0% | -85.6% | +679.6% | +633.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling