-32.2%
DG vs BEN
+30.9%
-63.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.3% |
| 7D | +5.2% | +12.1% | -6.9% | +3.2% |
| 30D | +7.9% | +13.4% | -5.5% | +5.7% |
| 3M | +12.7% | +9.4% | +3.4% | +10.9% |
| 6M | +22.4% | +19.3% | +3.2% | +18.4% |
| YTD | +5.4% | +57.3% | -51.9% | -3.2% |
| 1Y | +39.4% | +69.1% | -29.7% | +26.4% |
| 3Y | +24.1% | +85.6% | -61.5% | +9.9% |
| 5Y | -32.2% | +32.9% | -65.1% | -38.8% |
| All | -32.2% | +30.9% | -63.1% | -38.8% |
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