-24.9%
AR vs DGX
+419.3%
-444.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.6% |
| 7D | -1.8% | -0.3% | -1.5% | -1.8% |
| 30D | +12.6% | -1.2% | +13.8% | +12.9% |
| 3M | +10.0% | +19.9% | -9.9% | +3.6% |
| 6M | +0.6% | +19.2% | -18.6% | -5.3% |
| YTD | +13.4% | +37.5% | -24.1% | +1.4% |
| 1Y | +21.7% | +31.3% | -9.6% | +10.2% |
| 3Y | +45.8% | +96.6% | -50.8% | +14.0% |
| 5Y | +144.3% | +64.3% | +80.0% | +99.6% |
| 10Y | +41.8% | +241.1% | -199.3% | -17.1% |
| All | -24.9% | +419.3% | -444.2% | -59.4% |
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