+1,770.3%
ALL vs DGX
+8,858.2%
-7,087.9%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.1% |
| 7D | 0.0% | -2.3% | +2.3% | +0.7% |
| 30D | -1.5% | +0.6% | -2.0% | -1.7% |
| 3M | +23.6% | +21.4% | +2.2% | +16.3% |
| 6M | +22.3% | +14.7% | +7.6% | +17.0% |
| YTD | +26.5% | +38.4% | -11.9% | +13.8% |
| 1Y | +27.0% | +34.0% | -7.0% | +15.3% |
| 3Y | +149.6% | +92.7% | +56.9% | +101.3% |
| 5Y | +118.1% | +67.7% | +50.4% | +81.3% |
| 10Y | +369.0% | +248.0% | +121.0% | +206.6% |
| All | +1,770.3% | +8,858.2% | -7,087.9% | +447.0% |
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