+102.2%
DG vs BUD
-24.2%
+126.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.2% | -0.4% | -2.2% |
| 7D | -4.8% | -1.3% | -3.5% | -4.6% |
| 30D | +1.8% | -6.1% | +7.9% | +3.0% |
| 3M | +14.5% | -3.8% | +18.2% | +15.3% |
| 6M | -13.6% | +8.2% | -21.7% | -14.8% |
| YTD | -4.8% | +23.6% | -28.4% | -8.4% |
| 1Y | +21.6% | +33.4% | -11.9% | +15.4% |
| 3Y | +4.5% | +45.3% | -40.9% | -3.0% |
| 5Y | -38.5% | +44.3% | -82.7% | -43.3% |
| 10Y | +102.2% | -22.8% | +125.0% | +93.1% |
| All | +102.2% | -24.2% | +126.4% | +93.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 10y: compounded portfolio wealth divided by compounded BUD 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…
10y analysis · Full analysis span regression · 6 months rolling