+452.7%
A vs DGX
+4,256.6%
-3,803.9%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -4.4% | -2.2% | -2.2% | -3.6% |
| 30D | -2.7% | -0.9% | -1.8% | -2.3% |
| 3M | +7.0% | +15.6% | -8.5% | +1.6% |
| 6M | +24.6% | +17.8% | +6.8% | +17.4% |
| YTD | +7.0% | +37.5% | -30.4% | -4.8% |
| 1Y | +15.6% | +31.2% | -15.6% | +4.2% |
| 3Y | +29.9% | +96.6% | -66.7% | +0.2% |
| 5Y | -15.4% | +64.9% | -80.3% | -30.9% |
| 10Y | +248.9% | +254.6% | -5.7% | +111.9% |
| All | +452.7% | +4,256.6% | -3,803.9% | -12.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling