+587.8%
DGX vs BAH
+1,076.0%
-488.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.2% | 0.0% |
| 7D | +1.6% | +1.7% | -0.2% | +1.3% |
| 30D | +11.2% | +20.8% | -9.6% | +7.5% |
| 3M | +10.4% | +11.6% | -1.2% | +8.0% |
| 6M | +37.1% | +23.1% | +14.0% | +31.2% |
| YTD | +52.1% | +5.3% | +46.9% | +48.3% |
| 1Y | +40.7% | +6.1% | +34.6% | +36.8% |
| 3Y | +107.6% | -27.5% | +135.1% | +111.7% |
| 5Y | +90.6% | +6.2% | +84.4% | +76.7% |
| 10Y | +287.9% | +202.2% | +85.7% | +187.9% |
| All | +587.8% | +1,076.0% | -488.2% | +304.0% |
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