+64.9%
DGX vs BUD
+44.7%
+20.2%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.5% |
| 7D | -2.2% | -1.3% | -0.9% | -1.9% |
| 30D | -0.9% | -6.1% | +5.2% | +0.4% |
| 3M | +15.6% | -3.8% | +19.3% | +16.3% |
| 6M | +17.8% | +8.2% | +9.6% | +15.0% |
| YTD | +37.5% | +23.6% | +13.9% | +29.9% |
| 1Y | +31.2% | +33.4% | -2.3% | +21.6% |
| 3Y | +96.6% | +45.3% | +51.3% | +77.1% |
| 5Y | +64.9% | +44.3% | +20.6% | +44.1% |
| All | +64.9% | +44.7% | +20.2% | +44.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling