+4.9%
DG vs BR
-5.1%
+10.1%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.3% | -2.5% |
| 7D | -4.8% | -5.0% | +0.2% | -3.6% |
| 30D | +1.8% | -2.5% | +4.2% | +2.3% |
| 3M | +14.5% | +13.5% | +1.0% | +10.5% |
| 6M | -13.6% | -9.4% | -4.1% | -13.1% |
| YTD | -4.8% | -23.3% | +18.4% | -1.7% |
| 1Y | +21.6% | -31.6% | +53.2% | +27.9% |
| All | +4.9% | -5.1% | +10.1% | +3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 3y: compounded portfolio wealth divided by compounded BR 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…
3y analysis · Full analysis span regression · 6 months rolling