+523.4%
DGX vs BUD
+217.8%
+305.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.2% | -0.3% |
| 7D | +1.6% | +1.0% | +0.5% | +1.3% |
| 30D | +11.2% | +6.7% | +4.5% | +9.4% |
| 3M | +10.4% | +5.7% | +4.7% | +8.8% |
| 6M | +37.1% | +5.8% | +31.3% | +34.7% |
| YTD | +52.1% | +34.4% | +17.7% | +40.6% |
| 1Y | +40.7% | +33.3% | +7.4% | +30.3% |
| 3Y | +107.6% | +48.8% | +58.8% | +85.3% |
| 5Y | +90.6% | +52.5% | +38.1% | +66.8% |
| 10Y | +287.9% | -4.0% | +291.9% | +261.1% |
| All | +523.4% | +217.8% | +305.6% | +330.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling