-37.9%
DG vs BUD
+45.2%
-83.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.8% | -3.2% | -3.8% |
| 7D | -2.5% | +0.8% | -3.2% | -2.6% |
| 30D | +1.0% | -4.8% | +5.8% | +2.2% |
| 3M | +20.3% | +1.4% | +19.0% | +20.0% |
| 6M | -11.7% | +9.9% | -21.6% | -13.8% |
| YTD | -2.3% | +26.3% | -28.7% | -7.5% |
| 1Y | +20.0% | +36.1% | -16.1% | +11.8% |
| 3Y | +7.2% | +48.6% | -41.3% | -3.1% |
| 5Y | -37.9% | +45.0% | -82.9% | -44.6% |
| All | -37.9% | +45.2% | -83.1% | -44.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling