+46.0%
DGX vs BB
+88.0%
-42.0%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +7.0% | -3.5% | +3.5% |
| 7D | +4.1% | -6.8% | +10.9% | +4.0% |
| 30D | +10.5% | -3.5% | +14.0% | +10.4% |
| 3M | +9.8% | -1.2% | +11.0% | +9.7% |
| 6M | +34.6% | +57.0% | -22.4% | +33.5% |
| YTD | +49.8% | +131.1% | -81.3% | +48.0% |
| 1Y | +46.0% | +87.6% | -41.5% | +43.9% |
| All | +46.0% | +88.0% | -42.0% | +43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 1y: compounded portfolio wealth divided by compounded BB 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…
1y analysis · Full analysis span regression · 6 months rolling