+604.7%
DG vs BUD
+144.5%
+460.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.3% | +0.8% | +1.9% |
| 7D | +0.7% | +1.3% | -0.7% | +0.4% |
| 30D | +7.4% | +10.0% | -2.6% | +5.3% |
| 3M | +8.5% | +1.6% | +6.9% | +8.2% |
| 6M | +21.9% | +6.5% | +15.4% | +20.3% |
| YTD | +4.9% | +34.8% | -29.9% | -1.6% |
| 1Y | +40.4% | +36.5% | +3.9% | +31.3% |
| 3Y | +23.5% | +49.0% | -25.5% | +12.3% |
| 5Y | -32.3% | +51.7% | -84.0% | -39.3% |
| 10Y | +119.3% | -7.5% | +126.9% | +112.3% |
| All | +604.7% | +144.5% | +460.2% | +394.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling