-37.9%
DG vs BEN
+42.4%
-80.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.2% | -3.8% | -4.0% |
| 7D | -2.5% | +4.7% | -7.1% | -3.1% |
| 30D | +1.0% | +2.6% | -1.6% | +0.6% |
| 3M | +20.3% | +11.5% | +8.8% | +18.0% |
| 6M | -11.7% | +35.3% | -47.1% | -16.4% |
| YTD | -2.3% | +48.6% | -51.0% | -9.0% |
| 1Y | +20.0% | +46.7% | -26.7% | +11.9% |
| 3Y | +7.2% | +57.0% | -49.8% | -1.3% |
| 5Y | -37.9% | +41.8% | -79.8% | -43.9% |
| All | -37.9% | +42.4% | -80.3% | -43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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