+526.0%
DGX vs BAH
+886.2%
-360.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.5% | -0.7% |
| 7D | -2.3% | -3.2% | +0.9% | -1.8% |
| 30D | +0.6% | +2.0% | -1.5% | +0.1% |
| 3M | +21.4% | -7.6% | +29.0% | +22.7% |
| 6M | +14.7% | -5.7% | +20.4% | +15.1% |
| YTD | +38.4% | -11.7% | +50.2% | +39.5% |
| 1Y | +34.0% | -27.4% | +61.3% | +39.8% |
| 3Y | +92.7% | -32.5% | +125.2% | +98.4% |
| 5Y | +67.7% | -3.3% | +71.0% | +57.6% |
| 10Y | +248.0% | +186.0% | +62.0% | +161.4% |
| All | +526.0% | +886.2% | -360.2% | +280.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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