+21.8%
DG vs BUD
+49.6%
-27.8%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.5% | -0.7% |
| 7D | +0.3% | +1.0% | -0.7% | 0.0% |
| 30D | +3.2% | +6.7% | -3.4% | +1.4% |
| 3M | +10.4% | +5.7% | +4.7% | +8.7% |
| 6M | +33.2% | +5.8% | +27.3% | +31.0% |
| YTD | +3.0% | +34.4% | -31.4% | -3.5% |
| 1Y | +31.2% | +33.3% | -2.1% | +23.1% |
| 3Y | +21.8% | +48.8% | -27.0% | +6.6% |
| All | +21.8% | +49.6% | -27.8% | +6.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling