-37.7%
DG vs BR
+8.0%
-45.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | -6.5% | -3.0% | -3.5% | -5.7% |
| 30D | +4.2% | -0.3% | +4.5% | +4.2% |
| 3M | +9.5% | +17.3% | -7.8% | +4.4% |
| 6M | -13.1% | -6.7% | -6.4% | -12.1% |
| YTD | -4.8% | -23.4% | +18.6% | +1.0% |
| 1Y | +20.6% | -32.7% | +53.3% | +32.4% |
| 3Y | +4.9% | -5.9% | +10.8% | +3.4% |
| All | -37.7% | +8.0% | -45.8% | -44.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling