+591.6%
DG vs BR
+1,137.4%
-545.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.9% | -0.5% |
| 7D | +0.3% | +1.1% | -0.8% | 0.0% |
| 30D | +3.2% | +14.4% | -11.1% | -0.7% |
| 3M | +10.4% | +12.4% | -2.0% | +6.7% |
| 6M | +33.2% | +35.4% | -2.3% | +21.5% |
| YTD | +3.0% | -12.2% | +15.1% | +5.9% |
| 1Y | +31.2% | -12.7% | +44.0% | +35.4% |
| 3Y | +21.8% | +14.3% | +7.6% | +14.6% |
| 5Y | -35.0% | +19.3% | -54.3% | -40.6% |
| 10Y | +106.0% | +278.1% | -172.1% | +32.3% |
| All | +591.6% | +1,137.4% | -545.8% | +223.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling