+145.9%
AR vs DGX
+59.5%
+86.4%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +2.0% | +0.4% |
| 7D | -1.3% | -3.5% | +2.1% | -0.7% |
| 30D | +3.5% | -2.7% | +6.2% | +4.0% |
| 3M | +9.9% | +13.9% | -4.0% | +7.1% |
| 6M | +4.5% | +16.0% | -11.5% | +1.4% |
| YTD | +13.7% | +34.9% | -21.3% | +6.3% |
| 1Y | +19.2% | +30.6% | -11.3% | +12.1% |
| 3Y | +46.2% | +93.0% | -46.8% | +24.8% |
| 5Y | +145.9% | +64.4% | +81.5% | +111.7% |
| All | +145.9% | +59.5% | +86.4% | +111.7% |
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