+242.4%
DGX vs BUD
-22.8%
+265.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.7% |
| 7D | -3.5% | -3.2% | -0.2% | -2.8% |
| 30D | -2.7% | -3.7% | +1.0% | -2.0% |
| 3M | +13.9% | -4.4% | +18.3% | +14.7% |
| 6M | +16.0% | +7.7% | +8.3% | +13.8% |
| YTD | +34.9% | +23.1% | +11.9% | +28.7% |
| 1Y | +30.6% | +33.6% | -3.1% | +22.3% |
| 3Y | +93.0% | +44.7% | +48.3% | +76.6% |
| 5Y | +64.4% | +44.9% | +19.5% | +48.6% |
| All | +242.4% | -22.8% | +265.2% | +222.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling