-11.5%
A vs DGX
+66.8%
-78.3%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.7% | +1.0% | +1.9% |
| 7D | -2.6% | -0.9% | -1.7% | -2.2% |
| 30D | -0.9% | -1.2% | +0.3% | -0.3% |
| 3M | +13.6% | +15.8% | -2.1% | +6.7% |
| 6M | +27.8% | +18.2% | +9.7% | +18.9% |
| YTD | +8.6% | +37.2% | -28.6% | -5.3% |
| 1Y | +16.9% | +30.4% | -13.5% | +3.6% |
| 3Y | +32.9% | +96.7% | -63.8% | -4.5% |
| All | -11.5% | +66.8% | -78.3% | -33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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