+556.0%
DG vs BR
+984.2%
-428.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.5% | -1.5% | -3.3% |
| 7D | -2.5% | -5.9% | +3.5% | -0.7% |
| 30D | +1.0% | +1.9% | -0.9% | +0.3% |
| 3M | +20.3% | +14.7% | +5.7% | +15.3% |
| 6M | -11.7% | -12.8% | +1.0% | -8.6% |
| YTD | -2.3% | -23.0% | +20.7% | +4.4% |
| 1Y | +20.0% | -31.7% | +51.7% | +32.8% |
| 3Y | +7.2% | -4.8% | +12.0% | +6.3% |
| 5Y | -37.9% | +7.8% | -45.8% | -41.7% |
| 10Y | +107.3% | +184.1% | -76.8% | +44.1% |
| All | +556.0% | +984.2% | -428.2% | +218.6% |
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 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