+583.4%
DG vs BB
-87.8%
+671.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +8.4% | -5.6% | +14.0% | +8.6% |
| 30D | +4.9% | -11.8% | +16.7% | +5.4% |
| 3M | +29.3% | -25.5% | +54.9% | +30.4% |
| 6M | -11.3% | +121.3% | -132.5% | -15.1% |
| YTD | +1.8% | +103.2% | -101.4% | -2.3% |
| 1Y | +25.3% | +102.6% | -77.3% | +20.1% |
| 3Y | +9.1% | +37.5% | -28.4% | +4.7% |
| 5Y | -34.9% | -30.4% | -4.4% | -36.4% |
| 10Y | +108.2% | 0.0% | +108.2% | +88.0% |
| All | +583.4% | -87.8% | +671.2% | +628.7% |
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 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