+46.0%
DGX vs BUD
+38.4%
+7.7%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.1% | +0.4% | +3.0% |
| 7D | +4.1% | +3.3% | +0.8% | +3.6% |
| 30D | +10.5% | +11.8% | -1.3% | +8.7% |
| 3M | +9.8% | -1.1% | +10.9% | +9.7% |
| 6M | +34.6% | +14.9% | +19.7% | +30.4% |
| YTD | +49.8% | +32.6% | +17.2% | +37.1% |
| 1Y | +46.0% | +37.2% | +8.9% | +32.5% |
| All | +46.0% | +38.4% | +7.7% | +32.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling