+556.0%
DG vs BG
+227.9%
+328.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +4.4% | -8.4% | -4.6% |
| 7D | -2.5% | +2.4% | -4.8% | -2.8% |
| 30D | +1.0% | +15.0% | -14.0% | -1.2% |
| 3M | +20.3% | -0.7% | +21.0% | +20.0% |
| 6M | -11.7% | +7.5% | -19.2% | -13.2% |
| YTD | -2.3% | +41.6% | -43.9% | -8.1% |
| 1Y | +20.0% | +50.7% | -30.7% | +11.6% |
| 3Y | +7.2% | +20.3% | -13.0% | +2.4% |
| 5Y | -37.9% | +85.2% | -123.2% | -45.2% |
| 10Y | +107.3% | +160.6% | -53.3% | +66.0% |
| All | +556.0% | +227.9% | +328.1% | +387.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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